For most beginners a hardware wallet with Electrum on desktop is a good start. But you have to learn pros and cons of different wallets and choose for yourself.
For example a hardware wallet offers a good level of security and is easy to use for those who don't want to spend time achieving that security themselves. It is also easy to use on an online computer without worrying about leaking your private keys. But you have to purchase these wallets, so they are not free!
The alternative is setting up your own cold storage but that takes effort example: https://bitcointalk.org/index.php?topic=853288.0 and https://electrum.readthedocs.io/en/latest/coldstorage.html

It is a matter of preference and purchase size.
I don't know the limits of Coinbase but lets say you buy $10 worth of bitcoin every week, there is no point withdrawing that every week also. You can take the smaller risk and let it accumulate before making a single withdrawal of a bigger size.

No.