Unless you have a mature software development process it’s likely that you don’t take security into consideration at every step.
The security mindset
I became interested in IT security in the 90s when I first stumbled across computers. Getting software do things that weren’t intended was always more joy for me than just using it in the given limitations.
You can learn about a given security practice or use a security appliance. But what is hard to achive is a “security mindset”. After seeing so many security issues and breaking many systems this comes naturally to me. When I come to a project I quickly see patterns that can result in security issues.
The sooner you have some form of security review in your project or for your system the easier it is to get to a really secure system. This will save you money and trouble in the long term.