This is an accepted solution.
This is the default link to your store yes. It will stay the default link until you add a new domain to your store and make it your primary domain. You can buy a custom domain from within the Shopify admin directly or from a third party domain provider. Once you have a custom domain you're happy with you can make it your primary domain with the following steps:
If you set a new custom domain with the steps above, your .myshopify.com URL will still automatically re-direct to the new domain.
Have you got everything else with your store set up also? Any other questions, just let me know!
If you bought the domain name you did it with a domain provider, so you can login into and take a look at the domains you own.
Otherwise you can use the whois tool to get some information and see if it is on your name. However if the information are private you will only see the domain provider, another way to retrieve your domain provider too.