Currently the most-supported wallet on dYdX, MetaMask is a browser extension for browsers such as Chrome and Firefox.
To use hardware wallets, please connect them through your MetaMask extension. Please check out this help article to get started. While certain browser versions can be incompatible, we recommend that you use the most up-to-date version of Chrome and have the most up-to-date firmware version installed on your hardware wallet.
The mobile application Coinbase Wallet will also work with dYdX although it current appears as a MetaMask wallet while using the app.
Other wallets may "just work" with dYdX however they are not officially supported yet and will appear as MetaMask wallets in the app.