We support Ethereum wallets that can connect to web3 apps. For the full list of the supported wallets, refer to the "Connect wallet" popup on xSigma website. We don't run xSigma on other blockchains. We chose Ethereum because of the security, stability and time-tested solution it provides. We aim to build a long-term platform.
You need a web3-compatible wallet. We recommend using one of these: Metamask, Trust Wallet.
It's even better to use a physical wallet: Trezor, Ledger.
Please see if it's supported in the full menu concerning connecting wallets.