Since every shooter looks at sights in a slightly different manner, it is recommended that you adjust your sights to fit your eye. In actual practice the path of the projectile is an arc. The bore of the weapon is slightly below the line of sight as viewed through the sights. The bullet leaves the bore on an angle compared to the line of sight and first crosses the line of sight a short ways from the muzzle. As the bullet continues along the path to the target gravity causes it to again cross the line of sight at some point downrange.
Some weapons have sights calibrated for a specific load and zero.
If the user's manual for your weapon has instructions for zeroing follow that procedure. The following is provided for those who did not receive zeroing instructions with their weapon. Set up a standard 100 yard target at 25 yards. If the rear sight of your weapon is adjustable for elevation, set it to the lowest setting. Set rear sights that are adjustable for windage to the center mark.