As Wikipedia states, GDPR is
"The General Data Protection Regulation 2016/679 is a regulation in EU law on data protection and privacy in the European Union and the European Economic Area. It also addresses the transfer of personal data outside the EU and EEA areas."
It is a law that has teeth and if your site is to be seen in the European Countries you must have the relevant declaration on the initial page when a reader starts with your site.
This means the first page they see, not necessarily the front page.
The countries in the EU are Austria, Belgium, Bulgaria, Croatia, Republic of Cyprus, Czech Republic, Denmark, Estonia, Finland, France, Germany, Greece, Hungary, Ireland, Italy, Latvia, Lithuania, Luxembourg, Malta, Netherlands, Poland, Portugal, Romania, Slovakia, Slovenia, Spain and Sweden.
The United Kingdom is in a transition period but for the moment the law applies.