Domain Name is the first thing you need to get your online idenity. Domain name can your name, Brand name or any name thats relates to your idenity.
There lots of websites avalable in market which provides domain name and they also help you the search the domain name. It very easy to get a domain name if they are avalible. Webiste like Godaddy or Namecheap helps you to get you domain name with few minutes.