Can I leave my xmr coins at bittrex? Or do I need to send'em to a wallet?
I guess that's your call. Do you trust them? If you're not trading with them, I would personally suggest taking them into your own hands (If you don't hold it, you don't own it).
Would you recommend any tutorials on how to take out the coins from bittrex? I've never done it before!!!
I don't use bittrex, so I won't comment on that side of it, but I infer from your post that you would be happier waiting for the GUI to create your own wallet. It's not that hard to use the CLI though (hell,
I did it!) and plenty of tutorials available if you choose to act immediately.
ADD
this is probably the simplest to just create a storage wallet:
https://moneroaddress.org/