Cold storrage

Hi everyone,

I’m new in the crypto world and want to buy some Bitcoin.

I’ve heard its verry important to use a ledger and not a exchange to save your bitcoin.

Can someone explain me why and the best way to use a ledger and also the best way to save your seed phrase?

Maybe I’m a little bit paranoid but I think maybe I gonna lose the keys or they got stolen or some house fire burning them and then I got nothing left..

On the exchange its on my mobile its easy to use (bitvavo) and it doesn’t give me that paranoid feeling to lose everything one day.

I hope someone can explain this for me so I can start my crypto journey!