Most important is the privacy and total control and when we talk about this, wallets that are from exchanges are not on the list because it's really your last choice if you don't have access to buy any Bitcoin hard wallet that you can keep to your own self whenever you want. As for the other wallets like software wallet and others like it, you really need technical knowledge about computers especially on how to prevent yourself from getting hacked and etc. because their way of getting your info on your computer these days are way more advanced than before so you need to be careful about choosing it as your main crypto wallet.