Is it easy to get away from coinbase?

Hi, I never took Bitcoin too seriously but made a punt at that time in 2017 and I’m a little more serious about Bitcoin now that I understand it

With that being said, I read a comment the other day that Coinbase isn’t secure and I should be involved in a hard wallet?

What should I do? Is it easy to switch over, or do I get punished with fees? What are my options? As I’m planning to stack a bit more but I want to get my foundation in place before I do that

and yes, I will ignore all the “helpful DM’s”

Thanks in advance