Choose a wallet that is used by more people and has been around for longer time. You will have more confidence that it is reliable. Always make sure that you download the wallet from the official site. This is very important. If you download a fake wallet, you could lose your ADA coins. There are basically two types of wallets: full-node and lightweight wallet. Daedalus wallet is a full-node desktop wallet. It stores the entire history of the Cardano blockchain and validates all blocks and transactions for fully trustless and autonomous operation. Daedalus runs on Windows, Mac, and Linux operating systems. It takes some time to download the blockchain and synchronize with the network. Yoroi a many others are lightweight wallets. They are usually web wallets, so there is nothing to download and install. These wallets use a third-party server that runs Cardano full-node. As a user, you have to trust the third party software and infrastructure. The blockchain is synchronized on the server side, making the user experience much more comfortable for the user. In both cases it is very important to keep the passphrase/seed carefully. A passphrase is a cryptographic secret that must never fall into the hands of a third party. The passphrase allows you to recover your wallet at any time. You can even use multiple wallets at the same time. The best way to protect your coins is to get a HW Wallet Trezor or Ledger, or take a look on list of Cardano wallets with good name.
