Thanks for positng your inquiry in Okta Community.
As per Okta KB000002831: "For production users, https://login.salesforce.com is the typical entry point from which users log in with username and password. Once logged in, the user is taken to one of thehttp://na<some_integer>.salesforce.com servers hosted by Salesforce.com. Salesforce.com supports a feature called My Domain that allows customers to specify a custom domain name for branding and security purpose. The URL is in the format of https://<mycompany>.my.salesforce.com. By giving administrators finer control over how users are authenticated into the main Salesforce.com org and all the associated portals, enabling My Domain dramatically impacts the single sign-on and user experience. To access the My Domain feature, go to Setup > Company Profile > My Domain. Please refer to the link below for more detailed information.