Typically, you’ll install a crypto wallet as a plugin (or “extension”) to your browser, or as an app on your mobile device. When first setting up a crypto wallet, you’ll be asked to come up with a password, and also write down your “recovery phrase” (or “seed phrase”). This is typically a list of 12 (or sometimes 24) words. If you forget the password to your wallet, this phrase is the only way to recover the wallet and its assets. DO NOT LOSE THIS DATA.
Each crypto wallet has its own “address” that serves as a unique identifier. No two wallets have the same address. So when you visit a Web3 site, you’ll be prompted to connect your wallet in order to access that particular site, or that specific DApp. At that point, your wallet’s unique address works like a unique username that can be used across all of Web3.