Never choose an exchange that is known enough, just a popular exchange that most people/investors use.
Most famous exchanges can have good reputation and services so that you have more belief on their business to use their platform. Basically, it's a good start but because their platforms are centralized, you must know about basic warning "Not your keys, not your coins". With centralized exchanges, you must be carefully with how much money you want to store in your account on their centralized platforms.
If you only store small part of your capital on their centralized exchanges, you are reducing risk of losing all money.