The simplest way I know how is to go to coinbase.com and buy some using your credit card. Note that you won't be able to buy much at the beginning and they will ask you for ID.
After that point, you can go to myetherwallet.com (use google to search for it because you shouldn't trust any links when creating a wallet) and create your personal wallet. If you are paranoid, you can google how to create an offline wallet.
I would recommend sending funds from your exchange account to your wallet just in case your exchange gets hacked.
To sell ether, you have to get an exchange account other than coinbase as they don't allow canadians to sell. Someplace like quadrigacx will let you create an exchange account.