Been DCA on Revolut, where to set up my own wallet/keys?

I liked the idea of Revolut because I thought it was safer and less likely to get hacked or scammed. But see a lot of people saying "not your keys, not your coins"

Been doing £10 a day for a while now, what is the best way to get my own keys/wallet set up, an automatic DCA and hodl?

Not very tech-savvy, so any help is appreciated.