This can be a tricky part but it’s both for the search engines AND the human visitors that it’s important to have a fast website.
It often varies a bit on different web-hostings but this can be hard to know beforehand. Other than this there are different things that matter:
Static html (asp, php…) pages or dynamic pages
Do you use dynamic pages with database connections (like mysql)? Static pages are faster. If you have a dynamic website you can usually find plugins that will cache your website into a static site.
Do you have clean code?
Try to keep your coding as nice and clean as possible!
The number of scripts (javascript etc.)
You can always try and speed up your website by placing your script tags at the bottom, before the closing </body> tag.
Size of images
Try to compress your images as much as possible.
Compress css and javascript files
There are usually plugins for this. If you use wordpress there is a plugin called minify for example.
Inline or external?
CSS and Javascript should always be removed from the page and placed in their own external files, if possible.