Someone told me that exchange is not safe because exchange can be hacked by hackers.
When leaving coins on exchange, you are not only ind anger of hackers, but also exchange itself as the moment you send your coins to exchange, they bascially own it.
I am using software wallet called 'electrum'. I downloaded it from the official website 'electrum.org'
Is this safe wallet?
It is definitely one of the best software wallets but it is as safe as you make it to be, so be careful not to download any malware on your computer as you may loose everything. When you have more bitcoin (or even better, if you can afford it now as there are Black Friday deals), get yourself hardware wallet that is much safer.