If you are going to use your blog for personal branding for example to serve as an online resume, try to secure your real name as your domain name. This way it will be easier for you to rank at the top of the search results for your name.
If you already have an established business or brand that you would like to setup a blog for, this can easily be done by adding a fresh WordPress install to a sub-directory of your site. (i.e., brandname.com/blog).
For newbies to blogging and isn’t excited about the idea of downloading and installing software to their web host, you can follow tutorials in YouTube. The videos out there are going to help you complete process of going live with a blog in less than 10 to 15 minutes maximum. Best of all, setting up your blog is free. The only thing you will need is a domain name, web hosting and the latest free version of WordPress.