There are several services you can use to verify yourself. I'm sorry I do not know the names or URLs off the top of my head. Doing so is 100% optional and more of a vanity thing than any sort of requirement. Maybe someone else can point you to the list of NIP-05 providers.

#askNostr

If you #selfhost a website or blog, and have access to the file manager, you can put a very simple json file into a hidden directory (/.well-known) and verify yourself. You can also provide your own avatar this way, rather than using a service like gravatar. This is what I did.

I figured out how to do this by asking perplexity.ai about avatar and NIP-05 URIs.