How to setup ens name?

As a crypto enthusiast, I'm often curious about the intricacies of blockchain-based naming systems. Could you please elaborate on the steps involved in setting up an ENS name? I understand that it involves some technical knowledge but I'm willing to learn. Is it a straightforward process? Do I need to have a specific wallet or cryptocurrency to get started? Additionally, are there any security considerations I should be aware of while setting up my ENS name? I'm particularly interested in the steps after purchasing the name, such as integrating it with my wallet or website. Any guidance you could provide would be greatly appreciated.