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.

It will not ask you to enter a private key until you want to retrieve it, but it will ask for your password. It is possible for your private key to be compromised despite your best efforts. It is recommended to always check out security settings when using the Electrum desktop wallet. For example, I suggest running adwcleaner, junkware removal tool, and Malwarebytes simultaneously. You should be fine if these don't pick anything up.