If you are new to Ethereum, you should get a wallet so that you can send and receive Ether. There are a few wallets out there (mostly desktop wallets) that you can use today. Most users will be fine with the official Ethereum wallet but you may choose to use others from the list.
Available and popular wallets:
During or after the installation, most wallets will provide a wizard to create your first wallet account. An example of Ethereum address will looks like this, 0x32Be343B94f860124dC4fEe278FDCBD38C102D88 (this address belongs to Poloniex exchange). Do backup your wallet just in case you need to restore in the future and do not lose it.
Warning: There are phishing sites that pretends to be MEW and may disguise in Google ads. So take note of the URL and bookmark the real website.