How to add Default Level-0 parent and Level-1 class in WordPress Category in li element?

The category object stores the parent ID like this: $category->parent

In the event that there is no parent it’s equal to 0.

In this way, it is possible to create a variable equal to the parent class or the child parent according to the value of $category->parent:

$categories = get_categories();
if ( ! is_wp_error( $categories ) ) {
    foreach ( $categories as $category ) {
        $htmlclass = ( $category->parent === 0 ) ? "level-0" : "level-1";
        echo '<li class="' . esc_attr( $htmlclass ).'">';
        echo '<a href="' . esc_url( get_category_link( $category->term_id ) ) . '">';
        echo esc_html( $category->name );
        echo '</a></li>';
    }
}