There are actually several ways of doing it, and of course it depends on what you really want to count (unique IPs, hits pr page, previous visitors etc).
Try to google with the words web counter to see if this helps.
(Right now I have a terrible urge to sleep... so unless anybody else want to explain things, you'll have to wait until I'm online again...)
Amazing website. I use it for my blog and it gives you really good detail on who's visiting your website, unique visitors, from what country, how long they're staying on each page...
You also must be able to login your control panel, as free statistics is provided normally as a part of hosting package... Mine has Awstats and its is brilliant. Well, does what I need it to do.
Yep, the awstats provides info like that site above, which should be mega useful for a blog!