I have used the same Gmail for 12 years and I am a bit scared of losing it. How can I keep a full copy of all my emails on my own computer?

Two good methods, depending on what you want.

A one-time full copy: Google Takeout (takeout.google.com). Deselect all, tick only Mail, and choose all mail or selected labels. You get an .mbox file you can keep. Simple and official, but it is a snapshot. Anything new after the export is not in it. You can schedule it every 2 months for a year.

An ongoing copy: add the account to Thunderbird. Turn on IMAP in Gmail (Settings > See all settings > Forwarding and POP/IMAP), then add the account in Thunderbird. It signs in with your Google account, downloads all mail and keeps it updated. In Thunderbird set the account to "Keep messages for this account on this computer" for all folders, so the copy stays on disk.

Thunderbird looks like what I want. If I delete an old email in Gmail by mistake, will Thunderbird delete it too?

With IMAP, yes. It mirrors the server, so a delete syncs both ways. That is why Thunderbird alone is not a safe backup.

Safer: use the Takeout .mbox as your frozen copy, or in Thunderbird copy the mail you want to keep to "Local Folders" (these are stored only on your PC and never sync back). Then make a backup of the Thunderbird profile folder to an external drive. Help > More Troubleshooting Information shows the profile folder location.

Did the Takeout export and copied everything important to Local Folders. Feel much better. Thanks both.