You'll need the private keys for your ProtoShares balance to claim your MemoryCoin distribution. If your balance is held at an exchange, the exchange will hold the private keys and be able to make the claim. However it is uncertain how different exchanges will handle this. To be certain of receiving your full distribution, I recommend holding your full balance off-exchange, and in a single address for simplicy.

Does this mean I still get in on the MemoryCoin 2.0? If so, what do I ask/do at my exchange?

I read here a month or so ago that having my PTS shares on the exchange and not in my wallet might complicate or preclude me altogether from getting the new shares that match my PTS shares. I hope I haven't missed out on any since then as I have just left my shares on the exchange.

But as I am fairly new to all of this, can someone walk me through the steps I need to do to put my shares in the wallet so I don't miss out on these future opportunities and what if anything, I need to do after that so I can reap the benefits of investing in Protoshares.

Can I just use an online wallet such as the one offered by blockchain.info, or is that only for BTC?
Did I miss any DAC offerings that I should have been entitled to and what if anything can I do about getting those shares?