Storing feta in brine not only preserves freshness, it also regulates the creaminess and saltiness. Taste the feta when you get it home (or, if possible, at the shop before you buy). If it´s saltier than you would like, store it in plain water. The salt will leach out of the cheese within a day or two. If the salt level is fine for your taste, store the cheese in the same brine in which it came, if there is any. If there is none, make your own brine (add a few hefty pinches of salt to a pint or more of water).
You can make a crumbly feta more creamy by cutting the brine with milk—about 1 or 2 tablespoons per pint of brine will do. It takes a few days for this little trick to take effect. You might need to try a few batches before you get the amounts of salt and milk just right, but the cheese won't suffer in the meantime.
Cover the feta with the brine and store in a covered plastic container in the refrigerator. A large chunk of fresh and properly stored feta should last up to three weeks.