Bitcoin Newbie, I am I buying Bitcoin correctly?

Hello!

I'm about to start buying some Bitcoin and would like some advise to ensure I am doing it correctly.

Is buy Bitcoin as simple as creating an account with an exchange (i.e Coinbase) and transferring it from the exchange into a hardware wallet?

I am missing any steps?

Is there any ways to buy Bitcoin with out the hefty exchange fees?

Can bitcoin be bought directly from the "blockchain" without having to go through a "middle man" (exchanges)?

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