Some people says that the wrost thing to do is leave your bitcoins in some exchange.
I have 200 usd of btcs in Payeer, it is a online wallet but it also has a exchange.
Do you recommend to me to move this bitcoin to a wallet like Electrum?
Leaving Bitcoin or any type of cryptocurrency in an exchange or an online wallet or even in other third party is very risky. Very risky in a way that they can easily get your asset or someone might hack into their servers and get all the asset they manage, including yours. So it is best to keep your funds in a wallet where you control your private key. That way, your wallet will be secured.