It is good you agreed and realised that it is a pretty dumb move, hence looking for a way to correct it. The truth that has been said here a number of times is that, no exchange is safe when it comes to storing your cryptocurrencies, they can be hacked and at least the one of Kucoin also reminded people of that, therefore you need to take your security of assets very seriously. However, the best form of wallet is hardware wallets like Trezor, but if you are trader and want something easily accessible then mobile wallets can also come handy, such as Trust wallet, Coinomi etc can also be used, thus whichever you chose, the overall viable solution is to keep assets off exchanges rather to a personal wallet. Also, learn a very important thing and that is, safeguard your private keys and mnemonic words very well.