What site should I use to create a Bitcoin wallet? I wanted to create Bitcoin wallet but I saw there are a lot of websites or software to create it. It's not like paypal. 
I am thinking to chose Blockchain. Is it good? How to check if it's legal in my country?
I wouldn't recommend Jaxx wallet since, several weeks ago, it was found exploitable, giving an attacker the possibility to retrive your 12 words seed . 
Usually, you choose a service that gives you the full control and ownership of keys. Blockchain.info doesn't give you this option.
Some service I would recommend are GreenAddress and Samurai Wallet.