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RE: CoinCheck Hacked ($500M gonezo), Re-affirming the need for personal crypto security!
I learned early on as part of my research, you should always have control of your wallets and private keys. Centralized Exchanges are vulnerable to attacks from a number of sources and these attackers are incentivized to attack as they have concentrated sources of assets to take with one attack.
Most people have gotten into the game after Mount Gox and Cryptsy, but a quick google search will tell you everything you need to know about why you need to control your private keys in cold storage.