Seriously, don't stress and take it step by step. It took me a long time to get comfortable (I originally held my BTC simply in the Bitcoin Core full node wallet on my desktop😅). Just take the first step to self custody by using a non-custodial wallet with a BIP39 seed phrase (write it down, don't take a pic or screenshot, keep the phrase offline and off any digital media). Secure the phrase ideally in a minimum of two safe places, under your control. Then get used to using the non-custodial hot wallet before you take the next step. Someone in the thread recommended Green - that is a solid option too.