You are legally entitled to one free copy of your credit report per year from each of the three credit reporting companies (Experian, Equifax and TransUnion). It is recommended that you request one from one company only, then four months later from one of the other ones, and 4 months after that from the final one. That way you can keep on top of what's in your report and have the opportunity to correct anything that's wrong.
Another reason to request your credit reports is that they list every person or company who has run a check on your credit. Some of them count against your credit score and some don't but it still pays to know who's looking.
You should NEVER pay for a copy of your credit report. You should go to AnnualCreditReport.com. It is the only official website to help people get their free credit report.