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Why do you recommend Eletrum? I downloaded Exodus what do you think of it?

Electrum is a safe and easy to use wallet. It does not download the full blockchain, but uses a network of specialized servers that index the blockchain. This safes a lot of storage space. Besides, it is fully open source.

Exodus is also a good wallet that lets you control your private keys.

Thank you :)

What happens to one's crypto when his computer crashes( in case of web wallet) or Phone gets stolen (in case of app)

Some Bitcoins are lost forever.
A backup of the Bitcoin wallet is very important of course :)