First thing is first, make sure you have WordPress installed. This process can vary from host to host. Many hosts now have a one click install option (some of these do not allow for uploading themes so check with your provider about this). You can also refer to WordPress.org for instructions on installing WordPress manually.
Choosing Your Host
Choosing a host for your new WordPress website is not a trivial decision. Before you do you should understand what you are buying. It is tempting to choose cheap hosting options like Shared Hosting. In shared hosting environments many websites are crammed onto a shared machine, much like high density apartment building. This is okay if you don’t have much money to put into your website or you are just starting. Shared hosting, however, suffers in terms of speed and security.
Another option is a Virtual Private Server, VPS. This hosting type is more expensive than the first option, but offers more reliability and speed. The downside with this setup is configuration. You will likely have access to a control panel or cpanel where you can control many aspects of your server. This is actually a plus if you know what you are doing, but if you do not, be careful. With great power comes great responsibility.
Finally, you could go with a Managed WordPress Hosting platform. In this setup you will have a finely tuned server with the easy of using a shared system. You will not have to worry about screwing up settings and can focus on building your website.