The most important things is to move it to your own wallet as soon as you buy.
Discussion
that goes without saying. who you buy from is also exceptionally important.
Just want to drop this one as complementary, maybe can be useful:
Other Non KYC Exchange or LN supported Exchange:
- https://github.com/cointastical/Exchanges-With-LN
- https://cointastical.github.io/KYC-Free-Instant-Exchanges/