The first thing you need when you decide to have a web site is a domain name, it is like you must have an address for the postal office to deliver mail to your house.
You can either have a sub domain from some hosting provider or buy your own domain name.
If you decide to have your own domain name you need to find a domain name registrar to buy a domain from or get one from one of the free domain name service like dot.tk
Once you have done that then you need to do a check on your domain name using the free domain name look up.
Type in your domain name in the text box then click go, it will give you whether your domain name is active, any warning, any problem that you might have.
Once you have done all of that then you can create your site using that domain name at your hosting provider plus make sure you update your domain name server to point to your hosting provider where build your site