I bought my IOTA coins and want to transfer them to my wallet but after i read comments about errors and that they can gone and not reach my wallet. I think maybe better to hold them at exchange?
The wallet works well for me. But if you are not comfortable with using the wallet you are better to leave them at the exchange. An exchange is like a web wallet.
The single most important first step to send transaction is to check if the server you get connected is synced. The servers are not always synced. To check the synced status, you can compare the two milestone numbers (in the nodeinfo under Tools) in your wallet to the most recent milestone number in the #botbox of the Slack. If all the three numbers are same, your wallet or your server is synced. If they are not same you need either wait for them to be same or change a server.
After you have done the above first step correctly, you can make the transaction. I would say 80% of times your transactions will get confirmed in 30 minutes.
If your trasanction does not get confirmed in 30 minutes, you can do the Promoting (previously called Reattaching). You will see it if clicking the bundle next to the transaction in the History in your wallet. You can do the Promoting once every 30 minutes. But make sure you do the first step to make sure your wallet is synced first every time.
If you do the above steps correctly 99% of your transaction should get confirmed within one Promoting and most will be confirmed without Promoting.
Also dont send a second transaction before your first transaction gets confirmed. If you do so, one of the transactions will never get confirmed no matter how many promotings or reattachings you do.