There is nothing to worry about if you just use exchanges as Bitstamp, Bitfinex, Kraken, and so on.
i think the worst thing that people do and after what they have a lot of problems with exchanges is keeping their money in it as they can easily turn to a scam after some time
Yep. Another way of reducing risks is that every coin that you have must be kept offline if you are not trading. People tend to not take this too serious, but we have seen enough exchanges go offline because of a "hack/inside theft". People unfortunately only seem to learn things when they have to pay heavily for it.
