Since Counterparty runs on the Bitcoin network it requires small amounts of bitcoin to pay network transaction fees. If you don’t have bitcoin already, there are many ways to get some depending on your location. However, if you just want to freely experiment with Counterparty and how the system works you can try it out with Testnet bitcoin. Try Counterwallet testnet.
XCP is available for purchase on many exchanges—your favorite exchange probably lists it too. An up-to-date list where you can purchase XCP is provided by Coinmarketcap.