MetaMask is also available as a mobile app which works great but in order to interact with other websites and buy NFTs on marketplaces we recommend you to use it on a computer as other users often complain about issues using a mobile.
I used Chrome on a Macbook in this case.
Create a new Wallet. Later on you can import your wallet on other devices. This is a non-custodial wallet. You have full control over your assets and no one else not even Metamask can touch your assets. With full control, comes full responsibility. Take care of your password / secret recovery phrase and privacy settings.
This step requires you to setup a Secret Recovery Phrase, previously known as Seed Phrase. Do not share this information with anyone - I repeat - DO NOT SHARE WITHY ANYONE! Not even with Metamask support. MetaMask requires that you store your Secret Recovery Phrase in a safe place. It is the only way to recover your funds, should your device crash or your browser reset. Not even MetaMask can help you recover your funds, should you loose your Secret Recovery Phrase.