Markdown editors fall broadly into three groups: online tools you use straight in the browser, installed desktop apps, and extensions for code editors (IDEs). Pick one based on your purpose.
If you only need quick conversion and preview, an online tool like AG MD is convenient. It needs no installation, is reachable anywhere, and keeps your privacy safe as long as your input never leaves the browser.
If you write long documents often, a desktop app like Obsidian or Typora helps; if you work with code and docs together, VS Code's Markdown preview extension is useful. Check whether it supports live preview, syntax highlighting and export formats (PDF, HTML).
When choosing an editor, judging by (1) live preview, (2) GFM support (tables, checklists), (3) easy export and copy, and (4) offline operation will help you avoid a poor choice.