Not sure if it's the safest way to generate a private key, but it's definetly the most fun way to do something like that.
If you generate 256 bit of your private key flipping a coin, you can 100% be sure that all your 256 bits are absolutely random.
If you generate a private key with the help of some software/wallet/other service, you can not be sure in their random algorythm. In some cases they also could be pseudorandom, generating the predefined keys within the predefined range (even if you use them offline).
That's true, but it depends on the software. For example, using ledgers software which randomally creates private keys it would be impossible for you to backdoor your way into it, due to limited internet connection and you needing to actually access the ledger wallet.
RNG is a weird topic and it's too advanced for this thread. But dice and coin flips are not completely random all the time.