Chances are you want to protect the expensive tech device you bought. Thankfully the one it comes with is pretty good.
First, you need to decide if you want a protective case over your device. While they provide protection, some protective cases prevent the Deck from fitting inside other carrying cases and docks because they add too much bulk to the device.
Second, you need to decide if the stock carrying case isn't good enough for you. Many people have complemented the stock carrying case and it's ability to protect the Steam Deck, but others had wished for more storage space, places to put MicroSD cards, and other nice to have features.
While I don't intend to put a protective case on my Steam Deck, I will provide some examples of well reviewed ones here. I do intend to get different carrying cases however, and will update my recommendations as I use them.
Spigen Rugged Armor Protective Case Designed for Steam Deck
Benazcap Case for Steam Deck 2021 Release