First open up your sources file in your favourite editor:

sudo pico /etc/apt/sources.list

Then add the following source:

deb http://deb.opera.com/opera/ stable non-free

Next you’ll need to add the GPG Key:

wget -O - http://deb.opera.com/archive.key
sudo apt-key add -

Now you can install Opera using apt:

sudo apt-get update
sudo apt-get install opera

In the event that you get The following packages cannot be authenticated as a warning, you will also need to run this command:

sudo apt-get install debian-archive-keyring

From there just run the install command again, and you should have Opera up and running in a few minutes.

If you run into any issues, or need help installing any plugins, I would recommend checking out the Community Documentation.