Beginner questions

As someone who just started stacking bitcoin, I have a few questions. Just started today with a few hundred bucks through Coinbase. My goal is at least 0.1 BTC, and then beyond.

• Im hearing talk about how I should hold on a cold wallet instead of an exchange. How do I start up a cold wallet and transfer my BTC to it? How do I buy bitcoin on a cold wallet opposed to Coinbase?

• Is it better to buy a large sum of bitcoin about once a week, or buy a little every day?

• Is it worth studying DCA’ing?

Please leave any other tips you’d have for a beginner. Thank you for the information.