In general, be sure you have good passwords set on all of your important accounts. Remember that if a password is simple enough to be guessed on the first try, no software can prevent it from appearing to be a valid user.
When Wordfence’s option “Participate in the Real-Time WordPress Security Network” is enabled, your site will also block attempted logins from IPs that were recently blocked on other sites.
In Wordfence’s options, you can also make some of the other settings more strict (especially if you are the only one who edits your site), but just be careful not to block yourself or other real users! If you have questions on any specific options, you can make a new post on this forum.
Also, be sure to keep all of your themes, plugins, and WordPress itself up to date. When these are outdated, they can let hackers break in without a login. Wordfence will send you reminders about necessary updates, and will warn you of suspicious files too. If you use any premium plugins or themes that aren’t distributed through www.remarpro.com, make sure to check them frequently for updates as well.