Now I want to understand, assuming I downloaded for instance Bitcoin Electrum wallet and maybe someday they have a hack or something, will that not affect my Bitcoin?
Electrum is an open source wallet. The code has been reviewed by many people and no vulnerability has been detected. Your keys are stored locally on your device and they are not kept in any server. So, we can be sure that electrum is safe enough (if it's used in the correct way). But take note that any online device is always prone to hacking. It's possible that your device is infected with a malware and it's compromised.
If you want to be completely secure, you should run electrum on an airgapped device, make your transactions offline and your keys should never connect to the internet.
