In order to be selected to sign a block, one should run a node with a fully synchronised blockchain and stake their ADA in it. For instance, this is possible by using a Daedalus wallet. The more ADA is being staked, the higher is the chance that this wallet will be selected by the Ouroboros protocol to sign the block.

Delegation is an act of handing over the rights to mint the blocks with your ADA. What is very important here is that you never give up control of the assets: they always stay with you, all you are doing is giving the right to use its signing power.