I'm surprised this section doesn't have a pinned post/sticky that guides players who had never recorded a video of a game on how to do it step by step...or have I been living under a rock, and everybody knows how to but me...
What programs/applications people use to record? Names, webpages for download, tips?
There are lots of places you can find this information, probably why there isn't a sticky for this here. I personally use OBS Studio to record my videos. https://obsproject.com/
I think a good place to start would be to download it and just give it a try. There are a number of YouTube tutorials on how to use OBS which are easy to find.