In this video, Bitcoin educator Anita Posch demonstrates how to get, install, and safely set up a software Bitcoin wallet. Here, she uses Green Wallet by Blockstream, a non-custodial wallet that lets you take control of your coins without relying on any third-parties.
The Green Wallet gives you access to your mnemonic seed, which is a 24-word phrase that you need to write down on a sheet of paper or other durable material, and take good care of it. Never make a screenshot, or store it on your computer or your phone.
In case you're interested in even greater security set up for your coins, be sure to check out hardware wallets by Trezor and Ledger.