You can also create your own wallets with
http://www.bitaddress.org/ but just make sure that you create these wallets offline. Navigate to the site and just before you generate the public/private key combinations, unplug your network access. <there are some handy videos on Youtube, that would explain more secure methods to do this, but you can experiment with the basics first>
Print the wallets and play around with it. <depositing small amounts to these paper wallets and also sweeping them onto online wallets>
Tip : Use small amounts, until you have mastered the creation of more secure paper wallets. ^smile^