What platform are you using to buy/sell/store your bitcoin?
I was using Coinbase because it was easy and I was making minimal transactions (not trading).
However, I have never been fond of the large fees and with the recent news of their deal with the IRS and DEA, I am less inclined to hold it there. What are some other options and how big of a pain in the ass will it be to transfer from my Coinbase account?
I use multiple platforms for buying/selling/storing my Bitcoin. For the most part I have a complete separation between all 3 of those activities. I only do buys on CashApp and Gemini right now. I only sell through Coinbase Pro(trading platform owned by Coinbase). I have multiple wallets depending on what its purpose is for(long term storage, trading, Bitcoin I keep on me at all times). This helps protect a little more from companies that do chainalysis.
For long term storage I would look at either a Trezor or a Ledger.
Trezor:
https://trezor.io/Ledger:
https://www.ledger.com/For a simple paper wallet on your phone there are a number of different apps, use an independent location(not the Coinbase app as it still actually resides in a Coinbase address). I use BRD for the Bitcoin I keep on me at all times on my phone(Seed and Private Key is generated on device and never leaves your phone), never know when you will need some spendable Bitcoin.
Coinbase makes it easy but they are in complete control of your private keys, and most exchanges only have a handful of addresses they keep everyones Bitcoin in. They just have a traditional database that keeps track of everyones balance.
As far as transferring it off Coinbase it is very simple. Do one of the options I had above for how you want to store your Bitcoin and write down your seed phrase. It will be 12-16 random words that provide the corresponding integer values needed to generate a Private Key. Once you write this down store it somewhere safe and don't show anyone you don't want to have control of your Bitcoin, and NEVER put it online anywhere. This will allow you to recover your Bitcoin if your device/wallet database/etc is ever corrupted or destroyed.
Next there will be either a "Generate Bitcoin Address" or a "Receive" option in whatever wallet implementation you chose. Email/Text yourself the address so you have it exactly correct(never freehand copy) and go to either the Coinbase website or the Coinbase app on your phone. There will be a "send" option, at this point enter a very small amount of Bitcoin you want to send. This should only be a couple dollars worth. Next paste in the address that you email/texted to yourself and send it. Wait for the transaction to hit your new wallet of choice. Once you see that the transaction was successful and you have a balance in your new wallet you can send all or more of the amount you have on Coinbase. I recommend always doing this on bigger amounts. I never recommend you ever keep anything on the exchanges, yeah it's convenient but you aren't in control of your money.
Hopefully that helps.
