if you think it's too much if you can't leave money on the exchange because it can be seized your keys you have to generate them store them in the most secluded place in your house

Hello everyone, should I keep my cryptos in Binance or transfer them to another wallet, because they told me that they will transfer them to a wallet (I'm new to this) and not that it is a wallet. What do you recommend and thank you for your attention.