The players card
Every major resort has a free loyalty program and a physical or digital players card. Inserting it at a slot machine or presenting it to a table dealer lets the casino track your wagers ('action') and time played, which is the entire basis for what you're offered back.
What 'action' earns
Rewards scale with how much you wager and for how long, not how much you win or lose — a losing session with high action can earn more comps than a lucky, short winning one. Typical rewards range from free drinks and meal credits at lower tiers up to discounted or comped rooms and show tickets at higher ones.
Is it worth signing up?
Yes — it's free, it doesn't cost you anything to use, and many resort groups let points and status carry across their whole portfolio of properties. Sign up before you start playing, not after, since points aren't usually applied retroactively.