Not your keys, not your crypto
To use Decentralized Finance, you need to own your wallet. This means that you control the keys.
No Centralized Exchanges
If you've entered an Ethereum address that belongs to Coinbase or other Centralized Exchanges, you will receive an error like this:
What do I do instead?
To use DeFi, you have to store your private key yourself with a wallet. Ethereum.org has many good suggestions.