Step 1: Select "Create a Wallet".
Step 2: "No Thanks" to opt out, "I Agree" to opt in. Totally up to you.
Step 3: Create a safe and secure password, agree to the Terms of Use and click on "Create".
Step 4: This is an important part. Make sure you read this portion at least twice and understand it.
Step 6: Click on "All Done". You are good to go.
Step 7: You'll be taken to the front page of your wallet. Familiarize yourself with a few things. One is the dropdown of "Ethereum Mainnet" and the other is the number below "Account 1". "Ethereum Mainnet" is your network selector. The number below "Account 1" is your wallet's address.
Step 8: Familiarize yourself with your new wallet. The colorful icon is essentially your profile. It allows you to create new accounts (new addresses) and import accounts using private keys.