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Just don't give away your account info to shady sites.
Still haven't touched ~1/2 of them.
(and money too)
Depends on what you mean by "purchase".
First game on Steam was a giveaway, so that doesn't count.
Second game was from a key bundled with a graphics card. That was an online purchase, from Amazon (I think).
Third game was another Amazon purchase. Out of 4 games, 2 came with a Steam key.
Following that was a purchase on the Steam store itself.
Buying things online has been rather common for a while, and Steam tries to avoid the pitfalls of the music/video DRM where shops just go "we no longer have to license for your purchase, so say goodby to your stuff" like it's the most obvious thing to do.
1. when the store Desura shut down, making me unable to access some games I had bought.
2. when Steam had a security flaw in July 2015 causing hijackers to be able to reset passwords, which caused me to lose access to my Steam games for about a week. Fortunately there were no long-term access issues resulting from this because I had Steam Guard enabled.
My solution to this is to:
* preferentially buy DRM-free
* when buying DRM-free, download the game upon purchase and keep the installer/zip file as an archived copy
I still buy games on Steam where I can't do the above, but Steam is by far the biggest digital store and unfortunately a number of games are only available on Steam.
Rather than buying game "keys" separately that you have to go to somewhere else to activate.
Many places for buying Steam keys are fradulent. Some are legit, but if you're just starting out, I'd caution you against buying Steam keys until you're experienced enough to know which sites to avoid.
Meanwhile though Steam keys are still Steam games, and thus not (necessarily) DRM-free. So therefore I suggest one of these stores instead: GOG and JAST USA (where all the games are DRM-free), and GamersGate, Humble Store, itch.io, MangaGamer, Playism, and other sites where many of the games are DRM-free.
My first experience? "Wow, I can save some serious money here" ;-)
I got GTA 5 (one of my favorite games) for around E 20,- (which included a paid DLC) whereas the regular price is around ... E 35,-. That's not bad! You often pay less than in retail stores and also fun is that you'll get the game right away.
(edit: I'm talking about so called "Steam sales"; periods where some games get sold with a nice discount).
Of course the possible downside could be that you'll need to download your stuff (if you have a slow Internet connection then that can take a while) and of course you'll need some good storage space as well.
But I'm very happy with Steam. It's not only buying games, it's also trading game cards, exchanging game experience (at least for me) and well... having fun in the game as well as on Steam with the game.
But most of all... I think it's much safer to buy on Steam because of user reviews. It's not perfect and of course: if someone likes a game then that doesn't mean you'll like it too, but often those reviews can help protect you from a bad purchase. And if a bad purchase somehow does happen... then you can request a refund too (note: refund policy doesn't mean you can demo every game you'd like, but it is a solid safety net).
I don't think you'll get that kind of security with other retailers.
And that's my Steam story
Entering the CD Key off the back of a copy of Half-Life sometime in 2003 or 2004 or so ...