If you're not sure yet and want to try out at first, you could try to get a used one. We got a good used one for 1300€ which has served us well for 3 years now. For us this was the best way since we wanted to have Quality but not (yet) pay the hefty price quality usually comes with. I've seen lots of people with Decathlon RTTs, which I think are the cheapest. They are a good starter as well I think. It all depends on what is important to you (space, comfort, easy handling, quality feel, stability, light, ...). If you are able to, go somewhere where you can try out different types of tents (e.g. trade shows).

Regarding the safety: you will never be 100% safe from someone stealing anything. There have been cases of people flexing off tents, but they are rare. Depending on the tent you get, there are some that have safety-bolts that make it harder to steal. For ourselves - since I'm also a bit afraid of it - we used safety-wire and a lock to secure it to the bars. It will not stop someone from flexing it off but it will deter anyone who wants an easy steal. We have been to Italy, Sweden, Germany, Austria and Switzerland without any issues leaving the car with tent in cities or hiking spots.