Choose a wallet from
https://bitcoin.org/en/choose-your-wallet. You can see comparison there.
I don't recommend paper wallet to you as you are newbie. Once you start familiarizing with Bitcoin address and transactions, we can talk more about paper wallets. Now, best thing for you is to use a normal wallet.
Appreciate the help thanks... Additional question - is it advised to create multiple wallets to help remain anonymous? (eg use wallets as throw-away wallets, used for a week then not touched again etc)