You can either download the BTC client or use Blockchain.info.
If you are new, I'd suggest Blockchain.info, secure enough. If you go for offline client, you'll have to keep your private key secure, a few backups of your wallet at different places. You'd also have to make sure you don't have a virus or spyware. You'll get your BTC address, this is like your bank account number.
You can then use this chart:
https://coinmarketcap.com/currencies/bitcoin/#markets to check where you can get cheapest BTCs (if the exchange is available at your location).
As far as I know, to use any of the exchanges to buy or sell BTCs, you'll have to verify yourself with documents. Best place to discuss on BTCs is bitcointalk.org
And, when it comes to buying and selling with BTCs, NEVER trust anyone. BTC, once sent, is irreversible.
And don't leave your BTCs in exchanges once bought (transfer to private wallet), exchanges get hacked all the time and you may lose everything.