The first thing to do is go here:
Type in the Domain name you would like to use in the box. It will tell you if and what is available.
Once you figure out what domain you are going to use you can then go to any hosting site and start the process of starting up your own website.
Normally, regardless of what hosting company you choose you have to sign up and create a profile, it's usually free to do that. Once you have signed up you can now buy your domain name. Many options are available, I would pick a 2-year pre-paid plan, that way you don't have to deal with monthly rates and chances are long term pre-paid plans go for better rates.
Once you have your domain secured you can then purchase your hosting, lot's of different options here.
Many things come into play when buying hosting space. Keep in mind how much space are you going to need for your site. Every plan is a little bit different depending on support, length of plan, space available, month to month or pre-payed options.
Once that is all set the hosting company will send you info about your account. Keep all that info, lots of important codes and what not will be sent to you. At that point you can now set up your e-mail address through your new site name.
It's important to do your research. Below is a quick list of some web hosting company's that I found doing a google search.
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