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First step says to buy a Coldcard. I'm asking how to create the safest setup without a hardware device.

???. You asked how to generate a private key. I don't see anything about safest setup?

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Lets forget I said setup. My question still stays the same. What is the safest way to generate a private key without using hardware?

Do you have to run a node with bitcoin core? Is is safe to do it with Sparrow? If I roll dice in the real world where do I put it in online?

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I misunderstood what you're asking. This is beyond my area of expertise. Maybe someone else here can give you an answer. Good luck.

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