If it's the same as with other Samsung Galaxy phones, all you have to do is go to the Messaging app, press the Menu button and choose Settings, then scroll down to find the option to add a text signature.
If you don't see that option anywhere, then you probably can't add a text signature with the default messaging app. In that case, you may have to download and install a third-party messaging app that will give you that option.
You can check out the Google Play Store or Samsung's own app store to search for these.