A critical aspect of being a softModder is the ability to install apps from outside the Play Store. Whether you want to install something that Google doesn't allow, like the CyanogenMod installer, or something that requires root privileges, like Xposed, you'll want to remember this handy little trick.
Enabling this function is a piece of cake—simply go to Settings -> Security.
Just check Unknown sources and you're all set.
Now that you're ready to install anything, check out our various Mods and Customizations that'll put this functionality to good use.