Firstly, you need to have more than one basic page content created with a menu link (by default the menu link will not be created).
The weight will play a role only when there is a list of nodes or other items, such as menu, are displayed together. Here, you can control the order of appearance by changing the value of the weight. A lower number for the weight means it will come first. Think of somethings floating. A lower weight means it will be floating above other heavier items. In the case of horizontal menu, a lower number means that item will appear to the left of a higher number.