Visit OpenSea from your browser.
Click on the connect wallet icon in the top right corner > Select “Phantom” and then click on "Connect".
If you are on mobile you will need to visit https://opensea.io in the in-app browser.
Tap on the three lines at the top left > Select "Connect wallet" > Select "Phantom"
Note: You will only be prompted with the "Sign Message" screen on the first time visiting OpenSea.
You are now connected to OpenSea and free to make bids, purchase NFTs, or list your NFTs for sale!