You can buy bitcoins through p2p, centralized exchanges or decentralized exchanges. Which one you choose will depend on you intend to achieve. If you are a person who is thorough about his privacy and do not want your bitcoins to be linked to you, I recommend you use decentralized exchanges like Bisq to make your purchase. Likewise if privacy is not a major concern, you can buy from centralized exchanges like Binance. It is important to note that exchanges are not wallets, you should always move your bitcoins out of exchanges to your non custodial wallet.