Yes. There are also things like nsecbunker and nsec.app that are used to protect your nsec too, but I haven't used them yet.
So, the worst case cenario would be someone stealing my nsec key, and impersonate me… But in that case I can generate another nsec and “verify” my new user using Nip-05 like I did with this one, right?
Yes, for sure. The only problem is losing the people who follow your old nsec, but it's happened to people before who posted on the old account their new npub and rebuilt from there. I've heard of ideas people have had for setting up backup keys in case that happens too.