The Monero software architecture allows for an easy way to use Monero without downloading the entire blockchain. This is called “using a remote node”. Essentially, your wallet program connects to someone else’s monerod (blockchain) program, a.k.a node, a.k.a. network service.
It is negligently slower depending on the connection, prevents the need of downloading entire blockchain (which can be lengthy), and there is some information leak as detailed here. The best way to anonymously use a remote node is to use Monero with TOR or with a trustable VPN service.
That being said, no one can steal your Moneroj because you use a remote node. However, use these at your own risk.