The easiest way to store your Ethereum is to use a third-party wallet, such as wallets provided by exchanges. Of course, this method provides easy access to your funds and speeds up the trading process. However, if you choose this method, you are allowing the exchange full access to your funds because they are the third party that stores your private keys. Additionally, cryptocurrency history is full of exchanges that have been hacked and their users' funds stolen.
The Ethereum wallet offers you the possibility to create a personal wallet and various options. This way, you, and only you, have the private key and therefore access to your funds.