⭐ Merited by Pmalek (1)
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?
If you have concerns that your computer is infected, you should back up your critical data and wipe your machine with a newly installed OS. But, I agree that you shouldn't install and use a desktop wallet on a machine you don't trust, even if it is a low-value hot wallet.
If you're in the habit of downloading cracked software, especially games, or browsing websites of questionable morality, then you're likely to encounter malware at some point. You can always isolate those types of activities by using a different machine or an isolated VM.
Is there somewhere I can check on my security settings or am I just being overly paranoid?
Many malware are designed to hide from virus scanners and other other anti-malware measures. The best thing you can do is be diligent and avoid any unsafe behavior on a machine which is used for bitcoin.
Electrum can be used many different ways, the software itself is safe. The security of your coins is largely dependent on how you use the software. As others have mentioned you should only use it for small amounts, as a hot wallet when installed on an internet-connected device. If you have a hardware wallet, you can use Electrum to manage those wallets by creating a wallet that requires the hardware wallet to sign transactions. If you install Electrum on an air-gapped machine, it's great for creating cold-storage seeds, that are about as safe as you can get.
Quote
Many malware are designed to hide from virus scanners and other other anti-malware measures. The best thing you can do is be diligent and avoid any unsafe behavior on a machine which is used for bitcoin.
I am trying out electrum but I am not 100% sure I can trust a desktop wallet. 
Electrum can be used many different ways, the software itself is safe. The security of your coins is largely dependent on how you use the software. As others have mentioned you should only use it for small amounts, as a hot wallet when installed on an internet-connected device. If you have a hardware wallet, you can use Electrum to manage those wallets by creating a wallet that requires the hardware wallet to sign transactions. If you install Electrum on an air-gapped machine, it's great for creating cold-storage seeds, that are about as safe as you can get.