
At the heart of the wallet and your IOTA is the seed. You can imagine your seed as a username and password combined in one to access your full IOTA account. All transactions & addresses in your wallet are tied to your seed, so if someone finds out your seed, they can login and steal your IOTA.
IOTA Seed: Your seed is an 81 character string using only uppercase A-Z and the number 9. It is crucial that your seed be a full 81 character random string of A-Z and 9.
There are 27^81 = 8.7x10^115 possible combinations for IOTA seeds!
The general consensus is to avoid online seed generators, as there have been a handful of scam sites since IOTA has been launched where the site was stealing people's private keys.
Most recently a site on gitbooks was exposed on reddit, for scamming people's private seed. And here's another scam that was exposed.
There are several ways to generate your own seed. Remember you are your own bank! There is no customer service you can call if you forget your seed, or send your funds to a wrong address.
For Linux and Mac, you can execute the following in the respective terminals to give you a complete random 81 character IOTA seed. Go ahead and try it. For extra precaution do this offline...
1. Linux Terminal
cat /dev/urandom |tr -dc A-Z9|head -c${1:-81}
2. Mac Terminal
cat /dev/urandom |LC_ALL=C tr -dc 'A-Z9' | fold -w 81 | head -n 1
3. Windows
For Windows, the best way is to use KeePass, or use one of the two online generators above.
You will want to use the password generator with the following settings:

4. Python
You can also use Python to generate a secure and strong IOTA seed.
Open up a Mac terminal

Simply type 'python' in the terminal to activate the python shell.

Once in the python shell, enter the following code:
from random import SystemRandom
alphabet = u'9ABCDEFGHIJKLMNOPQRSTUVWXYZ'
generator = SystemRandom()
print(u''.join(generator.choice(alphabet) for _ in range(81)))

Note: DO NOT use PowerShell to generate a seed using 'Get-Random'. Read about the PSA here on reddit
Remember, after you have generated your seed, write it down and keep it somewhere safe offline. Simple paper wallet you can print out and use by the Trinity wallet. With crypto YOU are your own bank, beware of malware and keyloggers!