Some magical items require Attunement, and some can only be attuned to by specific people (spellcasters, Paladins, etc).
You can spend time during a Short Rest to attune to an item, at which point you learn what the magical item is and how it works. You can also unattune from an item during a short rest.
Be aware that some magic items are cursed. This curse is only revealed when an Identify spell is cast on the item, or when you become attuned to it.
You can only have up to