Your XRP is definitely much safer on your ledger wallet then sitting on the exchange. Not sure what issue your having exactly but yes the next step is getting it onto the Nano for full security. Next step is to download the ledger app onto your Nano in order to transfer your XRP onto it. It may seem tedious at first but after going through it a few times its so easy. To understand the next of downloading the ledger app on to your Nano throughly view this video. Its only 7 minutes long.
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