Building a non-custodial wallet requires careful planning and implementation. Start by defining key security requirements and user needs. Choose a blockchain network and implement secure key management. Develop a user-friendly interface with essential features like private key storage, seed phrase backup, transaction signing, and multi-chain support. Ensure strong encryption and compliance with security best practices. Choose scalable technologies like React Native, TypeScript, and Rust for blockchain interactions. Partnering with blockchain developers can help streamline the development process. Key benefits include full user control, enhanced privacy, security, and decentralization. Challenges include ensuring strong security measures and user education on safe key management.