First you need a Wallet
Before you start delegating you need a wallet of the Cardano foundation.
The best and easiest way is the usage of a yoroi wallet.
Install the yoroi addon in your Browser.
Visit Yoroi and follow the instructions
After installing yoroi
Click on the icon of the yoroi wallet in the upper right corner of your browser. After that a window opens up, which is the yoroi app.

Create a Wallet
Click on „Add new Wallet“

Click on „Create Wallet“

Choose „Cardano“

Click on „Create Wallet“

Type in a name of you wallet and a very Strong password.
If you forget it, you will not be able to make any transactions, so you should remember this password.
Click on „Create Personal Wallet“

Please carry out the next steps if you are absolutely sure that you are unobserved.

Write these words down and keep them safe.

In the next dialog you have to retype the words and your wallet will be created
Final Result

The next step is to send your purchased ADAs to your yoroi wallet.