1. Go to https://metamask.io/ using a compatible browser.
2. Download the extension. (Your browser will be automatically recognized, just click on "Install MetaMask for Chrome" if you use Chrome for example)
3. You will be redirected to the extension store of your browser.
4. Add the extension.
5. After the installation, you will have to configure your wallet.
6. Click on "Create a wallet"
7. Set a password
8. Display and save your secret phrase (Seed Phrase)
Tips: Write this phrase on a piece of paper and store in a secure location. If you want even more security, write it down on multiple pieces of paper and store each in 2 - 3 different locations.
9. Confirm your secret phrase by selecting the right words, in the right order.
Congratulations! You have set up your MetaMask wallet.