I am completely new to this business, but have already used some exchanges. Many of them turned out to be dishonest. Where do you store your bitcoins?
Bitcoin is always present in the blockchain or stored in it and you keep the key that enables you to access those currencies.
The method of accessing these currencies determines whether you trust third parties to manage these keys (exchange platforms, governments, banks, etc.) or use a program to manage and generate these currencies (a wallet, whether it is open source or closed source)
From here you can ask your questions about how to protect and secure those keys that enable you to send bitcoins.