The first step is to buy Ethereum. You can buy Ethereum on any crypto currency exchange. The most popular exchange is Coinbase.
The first two videos below show you how to create an account in Coinbase and how to then purchase some Ethereum in it.
The next step is to set up your crypto wallet. Again there are many wallets that you could use, but I have selected a tutorial for MetaMask, which is currently the most popular wallet.
This third video explains how to set up a MetaMask wallet and put your Ethereum in it.