Personally, I recommend to people that keep bitcoin in an exchange to read and search about cold card. Probably another good self custody/cold wallets out there, but once someone recommended me this one and I am enjoying to use it. I am also using Electrum.

Since I store my sats and I started my self custody journey, I am a lot more motivated to learn about the bitcoin network, and to buy and store my sats properly. Bitcoin really empowers people.

Of course, devices like the cold card have a learning curve, at the beginning, it will seem difficult, but after you learn about it, you will realize that is simple. What I did it was make very small transactions, withdraw very small amounts from exchange until I felt comfortable to withdraw all my sats from the exchange.

Not your keys, not your coins.