According to Wikipedia, a crypto wallet is:
A cryptocurrency wallet is a device, physical medium, program or a service which stores the public and/or private keys for cryptocurrency transactions. In addition to this basic function of storing the keys, a cryptocurrency wallet more often also offers the functionality of encrypting and/or signing information. Signing can for example result in executing a smart contract, a cryptocurrency transaction (see “bitcoin transaction” image), identification or legally signing a ‘document’ (see “application form” image).
To make transactions in the Web3 ecosystem you’ll need one.
There are many of them, each one with their pros and cons.
Read this article on how to install Metamask on Chrome (Windows or Mac).