Contributing to your retirement account is admirable, necessary, and a basic tenet of responsible personal finance.
First, however, you have to open one.
Opening a retirement account is a little more complicated than opening a checking or savings account, because a retirement account is invested - and it's up to you to decide what those investments will be.
An individual retirement account, or IRA, is opened by a person as opposed to a company. While it's a stretch to say an IRA can be invested in anything, there are many securities and funds that can be included.
A 401(k), on the other hand, is opened by a company for its employees and generally provides a menu of investment options during signup. A 401(k) also often has a default investment setting, so even if you don't choose your investments, your money is invested.