You're registering a domain name as part of a public record when you buy it. The Internet Corporation for Assigned Name and Numbers (ICANN) is in charge of keeping track of who owns each and every domain name on the internet.
ICANN's records, on the other hand, include your contact information, which you may not wish to make public. By purchasing domain privacy, you can keep your personal information hidden away in this record.
WHOIS protection and domain privacy are two terms that are used interchangeably. When you buy a domain name, it'll usually be offered as an add-on after checkout.
Some registrars, like Frontdreams Hosting, offer free WHOIS protection (usually in the cost of your domain). Others may charge you for it separately, however your privacy is worth the expense.