Now I've 'upgraded' from Coinbase to Coinbase Pro, I'm officially an expert trader ( ). In all seriousness though, as I get more into Bitcoin I think I should buy a hardware wallet sooner rather than later rather than leave all my funds on the exchange. How though, in practical terms, does this work?
Do I purchase my HW Wallet which, I assume, will give me an address for that wallet. Do I then withdraw (send) all my funds from Coinbase Pro to this wallet address, incurring a transaction fee? Or is there some other way? How then, in future, do I purchase more? Do I repeat the pattern, buying through something like CBP and then sending them to my HW Wallet, or is there a better way?

Thanks in advance for all information