Getting a Wallet
Before you can start to mine you need to create a wallet. Although Monero is an entirely digital asset, you still need a place to store them. This is done in a digital wallet. There are multiple methods to obtain a wallet which vary by ease of use and the security they provide.
MyMonero is an uncomplicated method to obtain a monero wallet. Convenience comes with a price of course. Even though this site is run by the creators of Monero, your private keys leave your computer which is a security concern.
Official first-party Wallets for all major platforms are available from the Monero Website. These wallets are released and maintained by the Monero Team.
For long-term storage of Monero you should create a cold wallet using MoneroAddress or similar. A paper wallet is extremely secure if you guard your private key by storing it in a password vault such as KeePass or LastPass or printing it out and depositing the sheet in a real bank vault.