By far the easiest way to lose your crypto is to keep it on an exchange. The exchange can be hacked or the owners can run away with your coins. During the existence of Bitcoin, the most common way people lose their Bitcoin is when the exchange get hacked. MtGox, Quadrica etc.
Once you have bought your Crypto, remove it from the exchange to a non-custodial wallet like Exodus, Coinomi or Atomic wallet.