Line and load
On the back are two pairs of screws. LINE takes the cable from the panel (or from the previous, unprotected outlet). LOAD feeds the cable on toward the next outlets in the room. Everything wired from LOAD is protected by this one device — the receptacles after it can be ordinary ones, marked with the "GFCI Protected" stickers the Code asks for (NEC 406.4(D)(3)). Use LINE only and the device protects itself alone. The tape over the LOAD terminals from the factory is there for the installer who wants exactly that.
15 A or 20 A
Match the circuit breaker. A 20 A circuit (12 AWG) takes a 20 A receptacle (the T-slot) or, where a duplex is installed, a 15 A one is permitted by NEC 210.21(B)(3). A 15 A circuit never gets a 20 A receptacle. Kitchens and bathrooms are 20 A circuits in any house built to a recent edition.
TR and WR
TR — tamper-resistant shutters, required on nearly all dwelling receptacles since 2008 (406.12). WR — weather-resistant, required in damp and wet locations (406.9), the outdoor GFCI under an in-use cover. Buy the combination the location calls for; a WR GFCI indoors does no harm.
What it will not do
It is not an overcurrent device. A GFCI receptacle on a 20 A circuit passes 20 A all day and lets the breaker handle a short. It does not protect against a hot-to-neutral fault inside a tool (both currents still balance). It does not know or care whether a ground wire is present (older homes).
When a breaker is better
Hard-wired equipment, a pool pump, a box you cannot get a deep GFCI body into, or a location where the reset button would be behind a refrigerator: put the protection in the panel (breakers vs receptacles).
Testing
Monthly on the button; a plug-in tester works only where a ground exists (how to test).