I am new to crypto and everything I have done has been strictly through Coinbase. I don't have a key or anything like that.
Is my crypto safe?
is it completely safe? the answer is no. because you do not have a key to access your wallet. you have an account with their wallet for your. so if it's completely safe the answer is no. but is it safe? Yes, because they are already big and popular, let's just say you are safe even though you are not.
What can I do to make it safer?
Everyone talks about keys, what exactly is a key. Where can I purchase one and how does it work.
Try creating a wallet address from non-custodial wallets . google it for more details. Simply put, it's a wallet that only you have access to and when you generate an address you will get a backup key. private keys and others. as others have mentioned, maybe you can try electrum for first time.