The easiest way to establish a web site of your own when you don't already have one is to start with a WordPress blog hosted by WordPress.
To obtain a blog you first need to go to wordpress.com and then press the "Sign Up Now" button. It is then simply a matter of filling out the form so as to set up an account and you will be ready to create your first blog. When first starting out you should select a sub-domain of wordpress.com as the location for your new blog as this will allow you to experiment with your blog prior to having to pay any money. You can pay for your own domain name for the blog later if you wish via the "Upgrades" option within the Dashboard. I also suggest that when first starting out that you make your blog private so that no one can see it without first being invited. You can make the blog public (via the Settings/Privacy page in the Dashboard) once you have it looking the way you want and no one will have seen whatever mistakes you may have made while creating it. If you want a few others to be able to see your blog while keeping it private you can enter up to 35 WordPress usernames on the Privacy page so you just need those you want to be able to see your private blog to sign up for a WordPress account and then enter their usernames.
The next step once you have set up your account and created your first blog is to define how you want your blog to look. To do this you need to go into the dashboard and select the Appearance tab in the navigation bar on the left of the page.
The first thing you need to select is your theme. WordPress has over 100 themes to choose from. The currently selected theme is displayed at the top of the page with a further fifteen randomly selected themes displayed below it. In each case there is a thumbnail image that will give you an idea of how the theme looks. There are options that will swap the themes around that are displayed at the bottom of the page so that you can search for the theme that gives you the layout that is closest to what you want your blog to look like. The preview option will display a larger version of the theme so that you can see in more detail exactly what your site will look like. You should always select the theme first as many of the subsequent updates to the appearance of the blog will be specific to your theme.
Once you have chosen the theme you want to use you simply "Activate" it. Once it is the active theme you will then have the ability to further customise it using the links that appear at the top of the page (or in the Appearance menu below the Theme option. You should work your way through all of the available options for customising your blog's appearance.
Widgets provide you with a whole range of interactive features that you can place into your blog. The section on the left of the page lists all of the available widgets and what they do while the section on the right shows all of the sections of your theme that have been defined as allowing widgets. Simply drag and drop the widgets on the screen to load the widgets that you want into the appropriate spots in the blog. Some widgets will also have options available that you can set to define how that widget is to work.
The Background option provides you with the ability to upload your own image to use as the background for your blog. and the Header option will allow you to change the header image of your blog. By uploading your own images for these you will be able to make your blog look different from all the other blogs that use the same theme.
Once you have the blog looking the way you want you can then delete the blog post and comment that were created when you originally defined your blog and start entering your own posts via the "Add New" option in the "Posts" menu. You can also see what posts you currently have using the "Posts" option immediately above it.
There are lots more options available with your WordPress blog but these few simple steps are enough to get you started and to give you your first "web site". You can easily work your way through all of the other options that WordPress offers to gradually customise your blog further and add additional features.