This page explains the many ways to correct this problem:
http://codex.wordpress.org/Changing_The_Site_URL
But it seems very jargon-y and hard to understand
On the Settings->General screen in a single site installation of WordPress, there are two fields named “WordPress address (URL)” and “Site address (URL)”. These are also known as the “Home” and “Site URL” settings. They are important settings, since they control where WordPress thinks your site is located. They control the display of the URL in the admin section of your page as well as the front end, and are used throughout the WordPress code.
The “Home” setting is the address you want people to type in their browser to reach your WordPress blog.
The “Site URL” setting is the address where your WordPress core files reside.
Note: Both settings should include the http:// part and should not have a slash “/” at the end.
I put the same site address for both by accident
Where is your site located? In a sub-folder?
I have no idea, I’ve just only started today and already messed it all up):