You many not have to transfer your bitcoin to Electrum. If your current wallet is a web-wallet or a exchange wallet, then yes, you should transfer the money to your Electrum wallet. But, if your currently using another desktop wallet you can just import your backup seed-phrase or the private keys into Electrum. Doing so won't cost you anything in fees.
Ok so I'm using Exodus so yes it can show me the private key for my address and I could import it to Electrum. One question what will happen to the current Exodus address? Will it generate a new one? I also have Ethereum in Exodus I guess it would not happen anything to it right?
You will share the same key/addresses with Electrum and Exodus. Just as though you had an Exodus/Electrum wallet on two separate machines. You will see transactions made from one appear in the other and vice versa. No, nothing will happen with your Ethereum.