To start things off you should probably know what the tor browser is and a little bit about how it works. The tor browser was developed as a highly secure and encrypted way to communicate and it was released to the public, where you can now find things from marketplaces to classified government information. It provides a mostly secure and anonymous way to browse either the clearnet (things such as .com, .org) or the "dark"net (.onion urls). Tor works by connecting to a series of proxies (known as nodes) to bounce your packets from one place to another, eventually leading to an exit node. The exit node is the final node and the node that actually defines your tor ip address. You can download tor from its website -
http://torproject.org
It is recommended that you either use tails (a bootable linux distribution) or maybe even just a plain linux install for any less than legal activities, but Windows will work just fine and I have used it in the past without any issues.
To access any marketplaces on the darknet you need to find the correlating .onion url and the marketplace you want to access. As this is classified as sourcing, I can't provide any more information but feel free to PM me and I will elaborate.
The most common encryption method for these marketplaces is known as PGP (pretty good privacy). You need to choose a GPG client (on Windows I use Gpg4win) and the first thing you should do is create a PGP key. Most programs ask for a name, email and a few other things but these aren't necessary so just fill them in with random characters or skip past them if possible. Make sure to back your generated key up somewhere that nobody else can access it (other than you).
PGP works asymmetrically which means you have 2 keys - public and private. The public key is what other people encrypt their messages with, you can think of this as a padlock. It doesn't matter who has access to your public key as they are not able to read any information with it. The private key can open this "padlock" (think like a key and a physical padlock) and therefore only the true key holder can read any sensitive information. Any messages that you send on a marketplace should be encrypted with the Vendor's public PGP key, most marketplaces have a built in option for encryption but you can always import the vendor's key (this can normally be found on their marketplace profile) and manually encrypt any information such as addresses or names to reduce the chances of a data leak.
To pay on these marketplaces you need to acquire bitcoin. This can be done in many ways, but you can get hit with some fees occasionally. Most sites have a "withdraw" fee of around 0.0005BTC as of writing. This isn't a lot but it's something that needs to be considered. A site like localbitcoin or alternatives is recommended over coinbase as coinbase is known to close accounts with ties to darknet markets, and they work closely with law enforcement.
To receive your bitcoin, you need a bitcoin wallet. You can either have an online wallet or a locally stored wallet.
http://blockchain.com provide a decent online wallet but I would highly suggest googling around and finding something that suits you.
To get your bitcoin onto a marketplace, you need to find your deposit address. This is normally found in the "balance" areas of the market but it can vary. Be sure that the deposit address is correct before every transaction as it normally changes every so often.
With your bitcoin wallet created, you need to think about anonymity. You could just transfer all of the bitcoin you bought into your marketplace deposit address or you can "tumble" it for extra security. You can use a wallet called electrum or you could even create multiple online wallets and transfer between them. Personally, I don't do this as it is unnecessary hassle and you end up paying BTC fees per transaction (they are only marginal but it adds up quickly).
Feel free to ask any questions if needed, I probably missed a lot out as this was typed rather quickly and this is probably a lot more tailored to marketplaces than it needs to be. :)
Also I could potentially make this a resource thread (if that's even allowed) and keep this up to date and expand on it some more, this is only really the "tip of the iceberg" compared to most things.