If you want to play around with lightning bitcoin first and get familiar with sending and receiving sats then try a quick custodial option like:

Once you're ready to up your security then consider trying a convenient self-custodial lightning wallet where the channel management is taken care of for you, e.g.

When you've saved up enough sats to go onchain then consider getting a hardware signing device (or 3), such as a Jade, seedsigner, coldcard, ledger, trezor and pairing it with an onchain wallet like:

To use it privately you'll want to run your own Bitcoin node, which you can do on your windows/macos/linux computer but to keep it in sync you might want to get a dedicated device that you can leave running 24/7. There are specially designed personal server operating systems that make it easy like:

Once you're running your own node you can start experimenting with managing your own lightning channels and using mobile lightning wallet options that you can pair with your node like Zeus.

I've missed out a lot of wallets because I just wrote this quickly off the top of my head, so please do your own research. Personally if I was just starting out today I would play around quickly with coinos on web, then when you have a few sats move them to Breez on mobile, and once you've got a big enough stack to take onchain I would start with a simple set up of a Blockstream Jade + Green wallet (on mobile and desktop). There are plenty of 10% discount codes out there for the Jade, but it still sets you back a little bit so it only makes sense once you've got a bit of savings going. The last code I saw floating around was "ORANGEMART"