Hi and welcome to TONMO.com!
Perhaps you're five, but someone is helping you write this. No matter,
the answer is the same.
An octopus is not all that expensive, but the aquarium and other equipment necessary to set up the proper environment does cost something, is complicated and there is a fair amount of work involved. However, if you are dedicated, you can manage this. (If you're five, you're going to need a lot of help).
Have a look at the Site Contents List, and go to Ceph Care. There you will find an checklist to be read before you purchase an octopus that will give you an idea of some of the considerations.
Young octopuses (often tank raised) are available by mail order. Many here have ordered from Fish Supply, and there is another dealer listed under the Buy and Sell forum. But it would take you several months of setting up and cycling your tank before you could keep an octopus.
Hope this helps,