Please check out setup and configuration steps at
Finding your Instance:
The instance your Organization uses is indicated in your Web browser's address bar, as shown in this screenshot:
In the above example, the instance is na9. You'll notice "na9" just before "salesforce.com."
If you're using My Domain for the Organization, you can't see the instance name by looking at the browser's address bar. Instead, enter your domain into the Domain Lookup tool.
Note: You may need to enter only the domain name instead of the full URL to get results with the domain lookup tool (e.g. use mydomain instead of mydomain.my.salesforce.com)