One thing you are forbidden to do at the beginning is to never keep your Bitcoin holdings on a central exchange. The control of the central exchange is completely dependent on a third party and if for some reason the central exchange gets hacked, you will lose your Bitcoin holdings forever.
However, if you are thinking of holding for the long term, then of course you can decide to use a hardware wallet. In this case, by using a hardware wallet, you will be in complete control of the crypto you are holding. And it will not be in an undesirable situation like being hacked.
Using hardware wallet or non-custodial wallet will give you complete control over your assets, but there is no guarantee that your bitcoins or cryptocurrencies will never be hacked. If you are careless, negligent and do not protect your wallet and seedphrase well, your BTC can also be hacked or stolen. That's why there are so many tips like don't share seed phrases with others, don't use online storage...It can be said that the safety of bitcoin depends largely on you, the wallet is just a means to help you store bitcoin, it does not guarantee anything.