A few things you need to bear in mind in this process:
1) You must configure your domain and hosting account normally BEFORE you move onto integrating Cloudflare. To be clear: you should have your domain up and running on the web as it normally would be at www.MyCoolDomain.com prior to configuring your settings with Cloudflare.
2) It is worth learning how to configure things FROM WITHIN the Cloudflare dashboard instead of the paid service that they offer you through “Automatic Platform Optimization” or whatever that is (APO is the acronym you see tossed around like a magic incantation).
3) You MUST learn just enough about Cloudflare’s “Page Rules” to protect the administrative sections of your WordPress site in order to safe in using cloudflare. This is really a must: the administrative section of your WordPress site is the one inside “wp-admin” and you use your password to get in there. You need cloudflare to bypass this section. I have two (2) other videos in addition to the one below that will help you do just that.