How to buy ETH for the first time?

Could you please elaborate on the process of purchasing ETH for the first time? I'm interested in understanding the steps involved, from setting up a cryptocurrency wallet to executing the actual purchase. Could you also explain the importance of selecting a reliable exchange platform and the factors I should consider when choosing one? Additionally, would you mind sharing any safety tips or common pitfalls to avoid when making my first ETH purchase? I'm eager to learn and make a secure transaction. Thank you for your assistance.