Daedalus is the official wallet for Cardano (ADA).
To setup Cardano (ADA) Daedalus wallet. First you need to go and download the wallet at https://daedaluswallet.io/en/download/ and choose between macOS or Linux or Windows.
Make sure you do the verification on the checksum of the file you have downloaded to make sure it was not altered and to make sure all your asset is in a safe wallet.
Now you can start the installation process. ( im using windows version so the interface may vary from other OS version )
This is the first interface for installation, you can choose what language you want to use and all other setting just let it by default, and click continue.
Here are the Term and Condition page, just read it and understand it before checking the agree checkbox, now just click continue to go to the next installation page.
After you finished the installation, this is the homepage for your wallet. Sometimes it will check for update first and will continue with the installation of the newest update of the wallet before you can get to the wallet homepage.
To setup your wallet you need to name your wallet, for example as the above picture, it is "my wallet". After that you setup your wallet password. this password will be ask when you do transaction such as sending coin to other wallet. Just make sure you remember your password.
This next step is for you to set up your 24 words recovery phrases. This phrases is the only way to access your wallet if you forgot the password or when you going to recover your wallet into different devices. Just check the check box and wait the continue button clickable.
Now write down your 24 words and never let anyone know. After you finished writing down the 24 word phrases then click the yes button and continue the next setup.
Now you will be ask to inset back the 24 word phrases to make sure you get it right before you can enter to your new wallet and use it to receive and send asset to others.
Now if you have entered the correct 24 phrases, you can continue by clicking confirm.
Now the wallet is set, it will synchronize all the block before you can use it. Just let it download all the files needed and you are ready to go.
P/S - all information on the wallet are intended for tutorial purpose. This wallet should never be used in any situation or by any means or you might lose your asset.