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Cases are only found as a random drop, so they don't show up in the Mann Co store, for example. Similarly, many unique items like weapons (which I don't recommend buying from the Mann Co store, as they are way overpriced) aren't marketable, so they don't show up on the community market.
If you don't have premium yet, you can also buy a key or Tour of Duty Ticket, to just get that done. Otherwise the market is, again, cheaper on average.
You are partly correct though, except money spent on something you enjoy isn't wasted.
Never buy stuff from the mann co store. The few exceptions are like mann up tickets, keys to new cases (which you shouldn't open anyway), and a single 50 cent weapon to unlock your account as an f2p. If you want unique weapons or craft hats which don't appear on the market, get them from a third party trading site like https://stntrading.eu/.
Yeah, account stealing and API scams exist. I hear they are a lot more common in counterstrike trading since TF2 items aren't as valuable. In my experience scammers usually try to introduce you to their websites by commenting on your profile and/or adding you and messaging you with a link to log into something (e.g. voting for a comp team). Their accounts usually have some distinct features.
The TF2 trading community relies on a few widespread third party sites like backpack.tf, stntrading, mannco.store, and a few others, so old trading trading servers aren't really populated anymore. Backpack.tf simply shows trading listings of other players for you to trade through steam, so it might be a better starting point since they don't use trade bots or anything, but it still makes you log in. Scrap/refined metal is used as a currency.
All those unique weapons can just be found by just playing too, so getting into the trading scene is by no means mandatory. You can also rent 1 weapon at a time for free from the in-game store. Grabbing cheap strange weapons from the market is also an option.
The massive price disparity between the in game store and everywhere else is due to it being added in 2011 and the quantity of random drops since then.
As for not getting your account stolen, I suggest looking at the URL above. If the URL says steamcommunity.com, it is safe, and if it says anything else, it's a phishing scam. There's also the trick with the embedded window or window popup, which is a common phishing tactic as well.
Better yet, log into steam in a seperate browser tab first, then click "Sign in through Steam". If you're not logged in after clicking there despite being logged in on Steam (instead of your account being shown there, it asks for your username and password), it's a fake login.
And always have common sense. When you're in doubt, take things slowly to observe the situation.
That's enough rambling about scams for now though. Sorry for rambling about nonsense, but spreading awareness is the best way to combat scams, so I felt it was worth talking about.