Open Opera by either clicking on the application in your "Programs" menu or double-clicking on the icon on your desktop. This will open the browser to what's currently set as the home page. In most cases, unless it was changed, the browser will have Opera's main site saved as its default home page.
Type the address you'd like to use in your browser bar and press "Enter" on your keyboard. Once the page loads on your screen and you're sure this is the page you'd like to use as your home page, click on the "Settings" tab at the top of your screen.
Hover your mouse down to "Preferences," and then click on "General" in the menu that pops up. This will open a new window where you can change the settings of your web browser.
Find the field titled "Home Page" and either type the URL address into that space or click on the "Use Current" option since you're already displaying that page in your web browser.
Click "OK" at the bottom of the window to confirm your recent changes. The settings window can now be closed. To visit your home page, click on the "Home" button at the top of your browser window. This is also the page you'll see when you first start up Opera.