After hearing about coinbase robbing people im wary about using an online service. Is there a way to create my own wallet?
Yes you can but literally used wallet provider than to create your own wallet so less hassle.*-if you got my point.
I recommend Electrum for Desktop and Mycelium on Mobile. Both wallets giving you an access to your private keys meaning you have the control of your coins stored to them. For more info, you can check out some information on the web. Studying that thing is easy to understand don't worry.
Web wallets on the other hand does not basically robbing people's many. It just have some risk using them since you don't control your private keys here. To minimize the risk, just use them when buying or withdrawing coins as no doubt using them is convenient.