To create a signature appearance in Acrobat 9, select: Edit > Preferences > Security
and you should see where you can add and edit a digital signature appearance.
Do not confuse digital signature with its appearance. Digital signature is a special encrypted block of data which contains the digest of all bytes in the document. To create a digital signature you need to have a signing certificate (Digital ID). There are organizations called Certificate Authorities (CAs) that produce signing certificates. Acrobat allows you to create your own digital ID (signing certificate) with diminished features. It is still good to try signing. It ensures the integrity of teh document (that it was not changed) but does not provide proof of who the signer is (the name that appears in the certificate cannot be verified) nor means to invalidate the certificate if it is stolen. (Signing certificates produced by CAs have the latter two features).
As to the appearance of a digital signature, it is something that just tells you that the document is signed and some info about the signer. Acrobat will create a default appearance which should be good enough for the start.
Acrobat UI changed several times between version 9 and current DC, so when you read documentation make sure that it applied to your version (9).