Where do I store GMX?

I'm a newcomer to the cryptocurrency world and have recently heard about GMX. Could you please explain to me in simple terms where I should store my GMX tokens for safekeeping? I've heard about hardware wallets, software wallets, and exchanges, but I'm not sure which one is the most secure and suitable for storing GMX. Additionally, are there any specific wallets that you recommend for storing GMX, or should I look for specific features in a wallet? Your advice would be greatly appreciated as I want to ensure the safety of my investment.