Make a page name part of the web address

Can someone point me to a page that can show me a way to make a page name become part of the web address? For example, I have a page called “happy”. I’d like to be able to type:
http://www.example.com/happy
and go directly to this page. I believe that I have all the default setting on so currently, the web address for my page called “happy” is:
http://www.example.com/?page_id=47
That’s no good. Any help is greatly appreciated.