A shoulder rest makes holding the violin much easier and more comfortable. It essentially fills the height difference between the instrument and your neck. There are many styles of rest, but most have roughly the same basic features.
Here is a video showing how to attach the rest to your instrument. Try it yourself once or twice and you’ll get the hang of it quickly.
The model pictured below is one of the more common ones. It has some rubber grips that allow it to be clipped to the instrument and a contoured shape that fits over the curve of your shoulder.
When attached to the violin you will see it has a “high” side and a “low” side. The low side goes over the chin rest (on the right-hand side as pictured).