Know this and know peace, no exchanges are safe. You can store your assets safe in a hardware wallet and use exchanges to trade, this way you can have peace of mind. It also depends on what you are looking for in an exchange like (volume, trading pairs, fiat deposit/withdrawal etc.) but P2P exchange is preferable because it doesn't have access to your personal information and among them I would recommend Bisq exchange. But If you decide to go for centralized exchanges know that you will be required to perform KYC but there are some that doesn't require it like Kucoin.
Bisq is a great choice if you prefer Desktop. If you are looking for a mobile alternative, PeachBitcoin or Hodl Hodl (both are Bitcoin maximalists and both without KYC, although I personally have not used them) should be taken into account. The same Binance also has a p2p platform, but you need to be extremely careful with this, as in reality you need to pass KYC before you can make a transaction.