Pretty URLs/Clean URLs/Search Engine-Friendly URLs is very important for SEO, because it can help search engines to crawl or index your site effectively thus ranking it high.
In a way, pretty urls also helps your visitors to identify your posts or pages in search engines.
By the default, the WordPress url is yourdomain.com/?p=123, to change it:
Go to Settings > Permalinks
Then choose which of the settings you want to use, personally, I always choose Post name, some chooses the other options depending on how big their site is.