1. Read some sources cross the Internet (
2. Security, open source, usability, anonymity, custody
3. I have compared some software wallets like cake wallet ,electrum,nunchuk sparrow,wasabi wallet ,but no hw wallets.
4. Athena alpha: https://www.athena-alpha.com/
But what u want to choose depends on what u want to do.
Would u like playing around, hold ur btcs for a long time, obscure ur funds etc.