Create and import DeFi wallet does it matter what you choose?

Hey guys,

I am new to the crypto world and I am non stop learning and reading stuff, I would appreciate some clarifications regarding the creation and import of a DeFi wallet because I couldn't find anywhere clear answers.

First of all, does it matter which app someone is going to use to create his DeFi wallet? Does it make any difference (in security or any other) if I create my defi wallet via metamask or coinbase or exodus or some other app?

Secondly, no matter where I created my defi wallet, I can import it to another defi app, for example I can create it via coinbase and then import it to metamask, is there any impact to the wallet when you import it on different apps? (Is this info stored somewhere? Does it make it easier to compromise?)

Bonus question about railgun: I have read multitple posts about it, is it used only to hide your coins or is it a method to increase security on your wallet too? Is it better to keep the coins shielded or it doesn't matter?