It is very important that you understand that when you purchase Bitcoin it is your responsibility to keep them safe. When you purchase your Bitcoin you are the bank and therefor you must protect your Bitcoin yourself.
- Paper Wallets
by far the safest method is to control the private key with an offline paper wallet. This Youtube video will walk you through the steps of creating an offline paper wallet.
- Online Wallets
Usually the place you buy your bitcoin will offer a wallet to store your bitcoin.
- On Your PC Wallet Software
You can download software to run on your own computer to store your Bitcoin