This is the first time receiving a money order. I’m not sure how to deal with it.
Where would I go to get it cashed?
Am I able to cash it at the Western Union supermarket kiosk where it was purchased?
Yes. Banks will usually cash them as well, although at many banks the policy is not to cash them for non-customers. There are also check-cashing and payday loan businesses all over the place that will cash them as well–for a fee. Also, some stores will accept them as payment, giving the change back in cash.
You should be able to deposit it into your own bank’s ATM machine, as if it were an ordinary check. For deposits of up to at least $5000, my credit union will instantly clear 500 of it and the rest in three business days. For some reason this is a lot faster than if I make the deposit in person.