I have always been hesitant on desktop wallets because you need to enter the priv key on a keyboard to recover it. How do I know I'm safe and I'm not getting keystroked or my priv key isn't getting exposed?
Is there somewhere I can check on my security settings or am I just being overly paranoid?
I am trying out electrum but I am not 100% sure I can trust a desktop wallet.

Wallets will not ask you to type in a private key, but rather a seed phrase or a password.
If you're on Windows, I recommend a thorough scan of your PC using the free and latest version of Malwarebytes to make sure that the most common crypto malware is not present on your computer.
You can also try turning off your internet connection while entering your wallet details and signing your transactions (and turn it back on when you want to braodcast it).