Their are two types of Wallets

1. Web Wallets - Coinbase.com , Xapo.com here you will get wallet address but you wont haveing control of signed message , here you will be creating passwords and 2 factor authentication security level. but benefit is any where you can access you account just like you are checking you email online

2. Desktop Wallets - Electrum, here you will download the software and install on your desktop while installing you will be given the SEED key that is most important because if anytime your software get corrupt when you reinstall that time through this SEED key you can reinstall your old wallet address .