Generally, it's advisable to keep your funds safe in wallets which you control. However, for small amounts (i.e., anything you could stomach losing) I don't see a problem holding in an online wallet. Set up 2-factor authentication, move it to the Coinbase vault, and leave it alone. If you transfer out to your own wallet, you'll lose 10% or more of a small £10 purchase - so I just don't think that's a wise choice straight away.

This gets your skin in the game ASAP, which is the main obstacle. Once you're in and have purchased whatever you're happy with, then you'll have the freedom to research more at your own leisure (and get the systems in place).