Just like on other chains, Avalanche also needs some native AVAX tokens to pay for gas and buy other tokens on the chain. Always ensure you save some AVAX in your wallet.
Setup Wallet
There are a number of wallets that can be setup to use in the Avalanche ecosystem, the popular wallet options currently are Metamask and Coinbase Wallet.
Below you can find direct links to setup guides for both of the above-mentioned Wallet options.