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?
Keeping your Bitcoins or any type of cryptocurrency in an exchange or online wallet where you do not control your private key is very dangerous. This is because these type of wallets are vulnerable to hacking. The owner of the third party can even steal coins from you. If you do not control your own private key then you own nothing.
Hardware wallet is the safest wallet Electrum is also a good wallet, though.