Moreover in Self-custodial wallets you can keep your funds in a highly secure manner because in these wallets the funds and private keys were completely controlled only by the users. But the most important thing is you need to keep your private keys or recovery phrases safe and secure. There will be no one to help you if you lose the recovery phrase.
One of the example for Self-custodial wallet is Trust Wallet
It is better if you choose a Self-Custodial wallet, especially a Trust wallet. If you need to create a wallet like above ones you can contact any cryptocurrency wallet development company