Your wallet address is the unique identity of your wallet. It is used to send and receive cryptocurrency. Each currency has its own logic, but generally they look something like this: 1A1zP1eP5QGefi2DMPTfTL5SLmv7DivfNa (that's the world's first Bitcoin address, if you were wondering).
If you don't have a wallet, try Exodus.
Note: if your wallet is rejected when placing an order, make sure that you're entering the address, not the ID. Bitcoin addresses either start with a 1 or a 3, and will contain 26-35 alphanumeric characters.
Tip: your wallet activities can be viewed by anyone through Blockchain Explorers like Blockchain.com. To see the transactions and their statuses, simply enter your wallet address.