Joomla SEF URLs - the background
I will try to give briefly some background info.
The common way for displaying content/pages in Joomla, is to create it inside Components..
Components provide menu items, so then you can build your navigation system and create links to pages, that will display content from the associative components.
The basic content component in Joomla is the com_content, or commonly called Articles (articles manager since recently).
You create content as articles. Each article must belong to 1 content category (so to keep things organized), and then it has the ability to be shown as the main content of each page.
Now, each Joomla site must have at least 1 menu item - The Default or Home menu item. Upon Joomla installation, this menu item comes by default and used to be a Featured Articles menu item of the com_content component -(haven't noticed if this has changed recently - maybe it is).
So actually now, you could start creating articles, set them as featured and have them displayed from the 1 single menu item of the home page.
However, the dynamic nature of Joomla allows one more way to access content items of components. This is by using url parameters (using non-SEF urls) like so:
Translating this, it means that you can access the article item with id 12, of the com_content component, using the article view.
In the absence of any other menu item that could take precedence over the default menu item (home), Joomla will use the default one.
... to be continued on another day...