I could spend the whole day explaining everything you have to know. Read the docs.
In the download page, there is an entry that reads "There are too many files, which one do I need?" Or something similar. Read that. Then, read the installation guide.
On the "Getting Debian" site, select "64-bit torrent (DVD)". That has a lot of stuff, included some DEs I think. Select the iso number 1 (it's about 4Gb), and connect to the internet. This one won't download a lot so it will save time during the installation. A lot of time. Then, burn the ISO to a USB drive with Rufus, using MBR or GPT as needed (MBR is the safe choice).