While setting up an electrum wallet, first consider the kind of device you're using and make sure that you're downloading right from their official website, secondly, are you creating a multisig wallet or the normal standard wallet, there's a tutorial guide on how to download and install electrum, verify your electrum wallet and many more from the links provided below.
Creating Electrum Cold Storage
Creating a cold storage walletHow to create Electrum Multisig wallet
Creating a multisig walletHow to verify your Electrum Wallet
[GUIDE] How to Safely Download and Verify Electrum
