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(A) Link it to your own Bitcoin Core node. You will need a little indexer called Electrum Private Server. https://github.com/chris-belcher/electrum-personal-server/releases . Once you do that, you won't have to ask any other Bitcoin node for transaction history or to broadcast your transactions. You become your own bank, literally.
2- Download the Electrum wallet. https://electrum.org/ . The wallet can be used by itself without any additional tweaking, but where is the fun in that? It's true potential is unlocked when you:
1- Run Bitcoin Core: To most people this sounds daunting, but you literally download, install and you are done. https://bitcoincore.org/en/download/ . Just make sure you have about 1TB of free space. If not, then you can choose to prune the node, which would reduce the size requirement to 20-40 GB, depending of how much of the blockchain you want to store at any given time. Any old laptop will do. I have a node running on a beat-up 10 year-old laptop.
3- Buy Bitcoin P2P. Now that you are all ready to safeguard your coins, protect your privacy, and become self-sovereign, you can head to one of the many peer to peer exchanges to buy Bitcoin anonymously. In most cases, the only person who will know your identity is the person you are transacting with. My favorite ones are BISQ https://bisq.network/ and Robosat https://learn.robosats.com/watch/en/ .