Some blog services like Typepad, Blogger and the free version of WordPress offer their own analytics. But if you run your own self-hosted version of WordPress, you’ll need to install a tracking code to measure your statistics. Most people choose the freemium version: Google Analytics.
It’s a great service and rich with a lot of data. For the novice, it can be a bit overwhelming. If that’s you, here’s a quick video tutorial to walk you through the basics: