CSR stands for Certificate Signing Request. This is a request form you can use to request a certificate from a Certificate Authority (CA). A CA is a company that issues digital certificates, which are server certificates and web browser certificates. You’ll need this before you can connect to any website where you need to prove your identity.
There are lots of different kinds of CSR requests, but the one used most often is for domain name validation. The process for this varies between CAs, but in general, it involves you submitting the name and address of your domain name registrar to the CA in question. The CA will then verify the information and either approve or deny your request. If they decide to deny your request, they may give you some additional information so that you can try again with another CA. Depending on the CA and how strict they are about who can request a certificate, you may have a few days or weeks before receiving an answer, but usually not more than two weeks.