Just a word of common sense (I had none at the time and it was trail and error for me :)) . When putting in the Twitter username you can ignore the < Twitter.com/ > bit.
Advice from Wordpress:
Title: Set the title for the widget, e.g. Latest Tweets.
Twitter username: The username of the Twitter account that you want to show tweets from. When looking at a Twitter page, the username is the last part of the URL, as shown in the image below. (i.e. Twitter.com/username)
Maximum number of Tweets to show: How many Tweets should be displayed on the widget (1-20).
Hide replies: Hides Tweets that are written in response to other Twitter users using @username at the beginning of the Tweet.
Hide Tweets pushed by Publicize: Hides Tweets that are sent out from Publicize.
Include retweets: Displays retweets in the widget.
Display Follow Button: Shows a Follow Button beneath the last Tweet displayed in the widget.
Text to display between Tweet and timestamp: For added customization, you can choose what word(s) to show between the Tweet and the time it was posted. The example below uses “Pressed”. (Optional)