Waves Platform has a good portfolio of wallets that are easy to pick up and use right away.
Other wallets: you can browse the other options on the Waves Platform website.
Waves wiki has a good tutorial on how to do that, please follow it through.
Every Waves wallet has a unique address and is created and tied to by a unique combination of 15 words called "seed".
[…] The SEED is by default a string of 15 English words and basically your passphrase to your funds - if you lose your SEED, you lose access to your account. We strongly encourage you to additonally back up the SEED on a piece of paper and store it in a safe place. You also have the possibility to create your own SEED, however, we do not recommend it. The provided string of 15 English words is cryptographically extremely secure and with the current technology unbreakable
From Waves wiki
It is extremely important that when you create your Waves wallet, you back up a seed so you can recover access to your wallet if you lose it.