Show only the primary category:

<?php
$get_cat        = get_the_category();
$first_cat      = $get_cat[0];
$category_name  = $first_cat->cat_name;
$category_link  = get_category_link( $first_cat->cat_ID ); ?>
<a href="<?php echo esc_url( $category_link ); ?>" title="<?php echo esc_attr( $category_name ); ?>"><?php echo esc_html( $category_name ); ?></a>

Show all relevant categories with a comma seperator

<?php the_category( ', ' ); ?>