How can I receive Bitcoin?

Could you please elaborate on the various methods to acquire Bitcoin? As a potential investor, I'm interested in understanding the various avenues available to me. For instance, could you explain how I could purchase Bitcoin through a cryptocurrency exchange? Additionally, are there any peer-to-peer platforms where I could directly trade with other individuals? Furthermore, are there any mining options for those who are technically inclined? Lastly, could you provide some insight into the risks and considerations I should take into account before making a purchase? Thank you for your assistance in guiding me through this process.