Well i have to agree. I need to use a local wallet. After reading what you both said and messing with Electrum I need to make this switch. any pointers on the easiest way to go local?
Just download Electrum and create a new wallet, after creating them you will be presented with Seeds consist of random words, don't lose them as you will need these in order to restore a backup of your wallet if somehow you lost it/deleted.
Inside Electrum itself there are "Receiving" tab, those are your addresses that you gave to your miner or whoever that wants to send coins into your wallet.
Unfortunately you can't import Coinbase wallet directly as their private key are stored safely and inaccessible for their users, but you can send those coins from your Coinbase account into your Electrum address.
As for security, never install suspicious software and always run weekly scan on your PC to make sure there are no Keyloggers or Malware snuck inside your PC.
I think that's it for Electrum, if you got more questions regarding Electrum you can go to Electrum sub-forum here:
https://bitcointalk.org/index.php?board=98.0