Every website has one correct, or "real", URL that is the true address of the site. This could be either www or non-www.
When we set up new sites, we tend to choose a non-www URL -- it's shorter! So, if you're setting up a new site, that's our recommendation: non-www.
However, if you already have a site, you should use whichever is the "real" URL for the site, whether that is www or non-www. It's usually not worth changing to non-www if www is currently the "real" URL, since we'd need to set up a lot of redirects to make that work.
When more than one URL is used for a site, just one is the "real" address, and any others are redirected to the "real" address if visitors show up there. It's important to set these up correctly, because the www and non-www versions of a domain are seen as two different things.
For example, perhaps https://www.example.com is the "real" address. But if someone goes to https://example.com (maybe because they just typed the address into the browser) they will be sent to https://www.example.com (the real address).
It's important to use the "real" address as much as possible to avoid having too many redirects. So, if you're sending your link to someone, or if another site is going to link to your site, be careful to use the "real" address as much as possible.
If you're redirecting several URLs to your "real" URL and they don't seem to be working, it's worth checking that all variations are set up. For example, maybe you want to redirect http://example2.com to https://www.example.com. If it's not working, perhaps you're looking at https://www.example2.com. Also consider http and https, which can also affect this.
These kind of redirects are set up by the domain registrar, so we recommend you get in touch with the company you register your domain with to sort this out. We may also be able to help, just email firstname.lastname@example.org and we'll let you know what information we need to investigate this.