A domain is simply the web address which you’ll point at your site. So, for this site, “howtosetupblog.org” is the domain name.
You can buy a domain name for around $9/year (it varies depending on who you use to buy it).
My personal preference for buying domains is Namecheap. They are a good company where you can easily manage your domains without all the endless upsells typical with GoDaddy.
For assistance in selecting a blogging topic (which you’d need to know in order to select a domain name), check out my Six Figure Blogger Blueprint.