Are your links in WordPress looking strange, with nothing but a number to identify the page you're on? Something along the lines of site.com/?p=132
If so, keep reading and get your permalinks set up to show much prettier URLs that are also great for SEO.
Firstly you need to log in to your WordPress admin dashboard and then navigate to Settings->Permalinks.
Once there, you'll be presented with a list of options, the best option for pretty URLs is the Post Name option.
Simply select the option you wish to use and click on the "Save Changes" button at the bottom of the page.
Your links will now look much nicer, and be more search engine friendly.
Your URLs will now be based on the page name/title set in your page or post options when creating/editing your posts.
Please Note: Changing the URL structure on a live website can cause serious SEO issues, do not do so without first ensuring you are comfortable with how you are managing the change (e.g adding 301 redirects or similar).