Here's how you ensure you can get your money out at the withdrawal:
Give accurate information when you sign up
Don't create duplicate accounts on the same site
Read and follow the terms and conditions, especially if you play with a bonus
Upload any documents needed for the KYC check
If there's a problem with your withdrawal, get in touch with the support. If the site doesn't pay up and you haven't broken any of the terms, you can launch a complaint and get in touch with the Malta Gaming Authority, for example, or other licensing authority.