http://williampietri.com/writing/2015/the-big-board/
You can happily use, e.g., sticky notes on a wall by your desk or inside a cabinet door. If you really can't do that, software can be ok, but it's easier to develop bad habits with software. With a physical system, certain things are usefully hard.
When I'm starting someone out, my standard columns and WIP limits are:
* to do
* soon - max 5
* on hold - max 3
* working - max 3
* done
The "to do" column is the backlog. "Soon" is the things that I'm doing next. When I start on something, it goes in "working". If I'm blocked on an external dependency, it goes to "on hold". Items never go back to "to do".When I've finished an item and want to know what do to next, I'll first look in "working", then "on hold", then "soon". If all of those are empty, it's time to think about strategy for a few minutes; I'll look at everything in "to do" and promote a few to "soon".
Hopefully that's enough to get you started. The important to remember is that the board is supposed to mirror (and shape) how you think about the work. If somebody happened to randomly ask you "Hey, what are you working on now?" it should generally be what's in "working". If somebody asks what you're doing today, it should be the stuff that's in "working" and "soon".
If you have different categories or WIP limits in your head, that's fine, go ahead and represent that accurately on your board. But every month or so look at the board, think about how you work, and tinker. E.g., I might say something like, "Things felt really chaotic this month, so I'm going to try dropping the WIP limit on "working" next month.
Does that help?