How do I transfer bitcoin to my wallet?

Hello there, I'm curious about something regarding cryptocurrency. Specifically, I'm wondering how one goes about transferring Bitcoin from one place to their own wallet. I've been hearing a lot about bitcoin lately and I'm interested in getting started with it, but I'm not sure how to move it from where I first acquire it to a secure place like my own wallet. Can you please guide me through the process of transferring bitcoin to my wallet? I'd really appreciate any information you can provide.