Windows is where most people start, and it is also where the most things go wrong. Antivirus software, smart screen warnings, and the habit of double-clicking installers without reading them all combine to make the first Tor session slower than it needs to be.
Download
Go to torproject.org and grab the Windows installer. The file is around 25 MB. If your browser asks whether you trust the publisher, that is normal. Tor Browser is signed by the Tor Project, not by a company you recognize from the app store.
Save it to your desktop. Do not run it from a USB stick if you can avoid it, because a stick that has been plugged into other machines carries other machines' traces.
Install
Run the installer. It asks where to put the files. The default location is fine. It asks whether to create a desktop shortcut. Say yes if you will use it regularly, no if you want it out of sight.
The installer does not ask for an account. It does not ring your phone. It does not want your email. If a window pops up asking for something like that, it is not the installer.
First launch
Open Tor Browser. You will see a language selection screen. Pick English (or your language) and click Start. The browser builds a circuit, which takes between ten and thirty seconds. You will see a progress bar at the top. Do not close the window during this time.
Once the circuit is built, the browser opens to a welcome page. That page confirms your connection is routed through Tor. You can close it and start browsing.
What to check before you open a .onion
Click the onion icon in the top left corner. It should show a green shield. If it shows a red X, your connection is not fully through Tor, and you should not open any .onion address yet. Reload the page once. If it stays red, check that no VPN or proxy is running in the background.
Set the security level to Standard. The slider is in the same menu as the onion icon. Standard blocks scripts on sites that do not need them, which covers most of the risk without breaking the few pages that do need them. For the market itself, you can go to Safer, because the storefront is built to work without scripts.
Common problems
If the browser shows "Circuit is not yet built" for more than two minutes, your network is either slow or blocking port 443. Tor uses port 443 for most of its traffic, and some corporate and school networks block it. If you are on one of those, try a different network or use the bridge option in the settings.
If Windows Smart Screen blocks the installer, click "More info" and then "Run anyway". Smart Screen does not know Tor Browser because it is not a mainstream application. That is expected.