First of all, you've downloaded Firestorm for OpenSim? Firestorm for Second Life won't work with OpenSim.
Next, you'll also need to register an avatar in an OpenSim grid.
The easy way, so you don't have to choose: Visit OSgrid - https://osgrid.org/ - and create an account there. OSgrid is one of the biggest grids, and I'd say it's at least good for starting in OpenSim.
Then you can enter your OSgrid login credentials in Firestorm.
This is OSW - web cite about open sim. This IS NOT opensim server!!!
Go to "Regions" on top and will see many OpenSIM servers and most of them have WEB page where to open OpenSIM account and to use FS....