When you first unwrap your new birthday present, you play with it a lot. Likewise, when you first run a WWW client like Mosaic, the tendency is to browse a lot. One of the things you will find is that there are a number of well-known starting points in the Web for exploring. However, as you visit more and more places and find them useful, you'll find you want to save their location. Typically, a client will let you file away a URL with its Title in a Hotlist.
Sometimes, as a result of the web like nature of WWW (as opposed to simple tree like menu systems: remember the computer in Jurassic Park?), you can get lost. Most clients let you keep a history, both for the current session, and globally.