How is Everyone Storing Their Bitcoin?

I'm new to the idea of Bitcoin, I've been buying Bitcoin since July 2025 with my brokerage account, but I've heard tons of times that the Bitcoin isn't really yours if it's under the control of an external company. I know about those physical wallets where you hide in a safe with the keywords to unlock it, but they're pretty expensive for the fireproof, decked out ones. Where should I start? Is it possible to transfer Bitcoin from one wallet to another once I get enough or do I have to sell it to transfer BTC? Thanks!