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I can recommend that you create a keystore wallet.

Go to https://leodex.io/ -- or https://leodex.io/?ref=monk If you would like to be my affiliate 😀 (No pressure. Honestly.)

Click on Connect Wallet.
Click on Keystore.
Click on Create Keystore.
Enter a password.
Re-enter the pass word.
Click on "Click to Reveal"
WRITE DOWN YOUR 12 WORD PHRASE!!!
Click Download Wallet.
Click Download.
Click Create Wallet.

Oops. Didn't see you said Thorwallet. I never did well on those read directions first things in school!

Don't know about thorwallet, but there is this:

https://faqs.thorwallet.org/how-to-guides./getting-started-guide-1

If you want to connect an existing wallet with THORWallet, go to https://leodex.io/?ref=runre

Then connect wallet via WalletConnect and find (or search for) thorwallet ("thor" will do) and you will be redirected to your app to sign the login. Now, just create your ref link.
Find Maya and Thor address in the thorwallet app if it hasn't detected them automatically

I think mobile app is better than browser long term.

Mobile app for leodex?

Not yet released but you can use Thorwallet. or any walletconnect app.

I will install thorwallet right away. Can i connect evm wallet via mobile as well?

You need thorwallet for thorchain address and mayachain address. As for arbitrum and other ethereum you can use any of the following app in this page as it supports walletconnect.

https://walletguide.walletconnect.network/