Your first wallet

I recommend blue wallet as a good alternative for beginners. It works well on desktop and as an app.

Like any time you will create a wallet, you will be prompted to write down 12 words called a mnemonic phrase. That is the most important phase of the creation, this phrase is unique and you must write it down somewhere safe as there is no other way to retrieve them in case of loss or damage. These 12 words are known as your private key, a key that only you possesses, no one else can find it unless it is shared with them.

Once your wallet is set up and you have your private keys in a secured area, you are ready to send or receive bitcoin from said wallet. 

Once you are ready to dwelve into a more advanced/secure wallet, I suggest looking into buying a Coldcard (it is what they call a cold storage wallet), it is basically a wallet that isn't connected to internet or any other devices, hence preventing an eventual hack.

For more instructions on how to create a wallet:

https://bullbitcoin.com/instructions