Follow their directions to create a new wallet. Be sure to store your seed phrase in a safe place (offline preferably). If you ever lose control or access to that seed phrase and/or private key, your funds will be lost.
What is MetaMask?
MetaMask is a crypto wallet that can be used in-browser and on mobile to interact with the Ethereum blockchain.
Having just downloaded MetaMask and set up a new wallet, you're likely connected to the Ethereum network. Below we're going to change from the Ethereum network to the Celo network in order to connect to Ubeswap. Manual instructions can be found here if you have any issues or concerns.
Your public address and private key will be the same on both networks when switching between the two. The seed phrase you generated on Ethereum is not in the same format as a seed phrase on Celo. Read more here if wanting to import / export wallets between the two networks.