How do you link your domain to your web host?

Bear with me since I'm a noob, but what's the correct way to setup a domain to make it display the site you have at your web host? Am I supposed to:
1. Change the nameservers to the ones given by my web host? or..
2. Change the www A Record to the one given by my web host?

So far I've only changed the A Record and the domain does go through, but it seems like changing the nameserver would be the logical thing to do.

Hello,

That is correct. You will need to change the name servers to those of your host. For example they could be:

ns1.yourhost (.) com
ns2.yourhost (.) com

Regards,
Jack

What about the A Records? Do I need to touch those?

Usually you just need to change the nameservers for shared hosting and the likes.