How do I transfer funds from Coinbase to Ledger Nano s?

As a crypto enthusiast, I'm curious about the process of securely transferring funds from a popular exchange like Coinbase to a hardware wallet like the Ledger Nano S. Could you guide me through the steps involved in this process? I'm particularly interested in understanding how to initiate the transfer, any security measures I should take, and what are the key things to watch out for to ensure the safety of my funds. Additionally, I'd like to know if there are any fees associated with the transfer and how long it typically takes for the funds to arrive in my Ledger Nano S.