You must use an address that the wallet controls because the private key is needed. Furthermore, Bitcoin Core currently can only sign a message using a legacy addresses (an address starting with a 1).
What wallet do you recommend me to use for this what I need?Only addresses that start with 1 (legacy) are able to sign messages for now.
Electrum created a non-standard way to sign messages using Segwit addresses, which are not recognized by other softwares, such as Bitcoin Core. I would not use them to sign messages.
The easiest way to sign a message for newbies is downloading an easy to use wallet, such as Coinomi for example. You can download it on Google Play Store and sign the message you want (you do not need to have any funds to sign or verify).
Ledger Nano, Electrum, Bitcoin Core and many other wallets are able to sign messages.
It's possible to sign a message using blockchain.info if you recover the address private key using a tool such as http://iancoleman.io/, and inserting that private key in the blockchain.info wallet.
But that would expose your keys so I think the other wallets are better methods.
