There are 3 ways to save your Bitcoin:
Blockchain and Coinbase are the trustworthy ones that you can create your e-wallet.
To avoid all possible risks and losts, you are required to activate all safety steps they supply, such as 2-step authy, second password, email messages for all your account activities, etc. Besides, these e-wallets offer you the "private key" to recover your Bitcoin in case of fail services or unable to log in your account.
You can use paper wallet (instruction below)
Or using Trezor or Ledger device to save your private key
Despite this is a bit risky, people still choose it for the convenience. When you deposit your Bitcoin to any platforms, they will credit it automatically to your wallet and you can feel free to withdraw them anytime.