Security measurements are different for different wallet.If you are using Online wallet than the risk of being unsecure  is high.You
will make it secure by doing some steps like 2FA,Strong Password (if using bitcoin wallet),regularly backup(for hardware wallet),do not use public wifi during transaction and so on .But when it comes to paper wallet its more secure.There are tons of information and article out there on internet on security issues about wallet so please check that out.