we do not share your data with anyone and there are many ways to control the visibility and storage life of your data here.
but the internet is a public space and you should always assume your data could be compromised.
be smart with your password, use tor or a vpn, and use pgp for sensitive communications.
It really depends on how you define easiest, conceptually an exchange with an integrated wallet like coinbase or bitpanda is easier. Of course they often wind up being cunts with delaying transactions or they bust balls about identity.