No, getting the address to send it to is easy. You just need one. 

What is intimidating and what I'm scared of messing up is first buying it somewhere, then sending it to Sparrow. To do that, I have to makes sure I first configured that the correct way. Once the bitcoin is in that wallet, then I now have to do bunch of steps to send it to a cold storage which (in coldcard's case) equals exporting the wallet to a file, popping out a microSD card, plugging it in to the computer, getting Sparrow to recognize it properly, doing a bunch of stuff, copy something, copy something else(?) and then pop the SD card out again and then plug it back into coldcard and do something else and something else. If all of that went OK, then I have to deal with something called uxtos. 

Compare that to with what I saw with Bitkey: 

👉 Set it up. Buy bitcoin. It appears in wallet.