You usually need to register before you can join a MUD. Once you find a MUD you are interested in, and have installed a compatible client application, you need to sign on. The directions to sign on for each MUD will be different. Some MUD’s allow you to sign on and create your own character. Others require you to first send email to the site to register. Others enable you to register for a character once you are logged in.
Use the same rules for picking a password for a MUD as for any other account. Don’t make it a name, date, or single word. Don’t make it the same as any of your other account passwords.