If I should convert to XMR or isthis guy exaggerating?!?
Definitely your friend is exaggerating, it's not required to convert your Bitcoin to Monero or use Bitcoin mixer, especially if you don't care with privacy at all.
The most important thing is the device you use to hold Bitcoin is completely safe, don't bought the device contains a lot Bitcoin to everywhere and know how to safely save your seed phrase.
It's enough in terms of safety.