Address, or A records, are used mainly to set up websites, but can also be used for functions like web forwarding. A records always point to an IP address (e.g. 201.443.221.11). IP addresses are the real addresses of the Internet, and every website, computer, or other device has one.
We use domain names because something like mydomain.com is easier for human brains to remember than a string of numbers. We use A records to connect that domain name to the IP address to make it easy and seamless to do some online shopping, check out your friend's latest blog post, or watch a cat video.
A records are often set up in pairs, with one record directing the naked or root domain, e.g. mydomain.com, and another forwarding the www subdomains, i.e. www.mydomain.com.
Sometimes a CNAME record is used instead of that second A record to direct the www variant.
Setting up a pair of A records this way ensures visitors can access your website using the www version or the naked domain. The hosting service or platform with which you're setting up your domain name should provide the specific A records or other DNS records you need to add in your account's control panel there.