To give it its full official name, the Marshall Józef Piłsudski's Municipal Stadium is the home stadium of the city's football (soccer) team Legia Warsaw, one of the most successful in the Polish league. To buy a ticket at the box office you'll need to bring photo ID (preferably your passport).
On match days the box office opens at 8am. Ticket prices depend on the category of the match; there's also a cheaper family section of the stadium if you're attending with kids.