The Official Monero Wallet is recommended. Their official Wallet Guide has a list of other wallet options including paper wallets. Alternatively, you can check out SocialMarketing90 recommendations.

Select the miner that best suits your hardware and follow their installation instructions.

Each mining software will have it's own config, but they will all ask for the same information:

Your Monero Address
Often this will be labeled username, but check the instructions.

Pool Address
The miner will want a url and a port, like this: pool.xmrfast.com:3333

Optional Fields
You can also set worker names or fixed difficulty through the configuration.

Standard wallet address
(e.g. miner.exe -u 43T...sUW -p Steve)

Fixed difficulty of 3500 for the worker
(e.g. miner.exe -u 43T...sUW+3500 -p Steve)

This pool uses PPLNS to determine payouts. It helps to combat pool hopping and ensures a good payout for miners.

0.0% Pool Fee

0.005 XMR Minimum Payout

60 Block Confirmation Time