Most major WordPress blogs nowadays are using permalinks. WordPress offers a bunch of options to make your permalinks look clean.
This is the “permanent link” to a particular post or page on your site. It’ll always be there so long as you don’t delete it. However, http://www.example.com/?p=14 isn’t what we’d call “human-readable”. WordPress has a solution in the form of “pretty” URLs that can easily be interpreted by a regular by humans.
It is best to choose the “Post Name” option. It can benefit your search engine optimization since those links will contain keywords which can help them rank higher. Exactly how much that helps is debatable, but many SEO experts agree that those keywords can benefit your rankings.