We will be using the mist wallet as this is the easiest way to get a wallet.
Wallet will be the tool that we'll use to store all our ethereum.
Let's go to The Mist Github Page and download it.
When downloaded, open it and follow the steps.
We have to wait until the full blockchain is downloaded - which takes a LONG time...
If we want to run this with GETH, we first close the wallet, and we would open a terminal and just run
geth
This command will download the blockchain. Be patient.