If you are running a self-hosted WordPress blog (not to be confused with WordPress.com), then you are using a domain and hosting to host your WordPress website. If you need to change your hosting provider, use CDN providers like Cloudflare then you have to change your domain nameserver
What is a Domain Nameserver?
According to Network Solutions
Domain Name Servers (DNS) are the Internet’s equivalent of a phone book. They maintain a directory of domain names and translate them to Internet Protocol (IP) addresses.