Received my transfer from exchange via "internal transaction." Is that cool?

I transferred a test amount from a centralized exchange to my address. My balance *did* increase, but the transaction shows up as an internal transaction. Is everything cool? Why did it use an internal transaction? When I'd done this previously it transferred via a normal transaction, so it makes me curious/nervous that this time it's different. I have a variety of normal transactions but this is the first internal one. I did some searching and one of the statements I found is below. The 'not included...in the blockchain' part is why I'm second guessing. >"They are also **not included directly in the blockchain**; they are value transfers that were initiated by executing a smart contract (smart contract Ether or token transfer)." I'm asking for your help with this before I transfer any more from the exchange. Thanks!