I was experimenting with an Arduino board and an LEDstrip WS2811 it works all perfect, but I do not understand how a particular led knows when it is called or adressed. Does every led have a unique address?
The WS2811 is the driver chip, that is embedded into the strip. In principle it is some kind of shift register, that outputs PWM values, and on the strip they are daisy-chained (data output of one is connected to data input of the next). With the Arduino you shift out a stream of bytes, when using a RGB strip 3 bytes per LED (1 byte per color). The first WS2811 reads these 3 bytes, sets it's outputs (PWM) according to them and outputs the rest of the datastream to another pin, so that it can reach the next WS2811. The LEDs on the strip are connected to the WS2811's outputs.
So all in all the WS2811 chip saves the current desired state of it's LED, which it got through the data stream from the Arduino. The chips don't have a direct address, but can be identified by their position in the strip. So you cannot only write to the 5th LED without also writing values to the LEDs before it. But, if you don't want to set the whole strip, you can output less data, than the strip as LEDs, effectively ignoring the LEDs at the end.
but How does it recognize the first led?
The strip has somewhat like a data line. When you look at the markings for this line on both ends of the strip, you normally should see something like "DI" and "DO", which means Data In and Data Out, each at one end of the strip. Each LED has it's own Data In and Data Out, which are chained to the next and the previous LED. The first and last LED expose their Data In or Data Out (respectively) to the outside of the strip. You feed the data into Data In of the first LED driver, which outputs the rest of the data at it's Data Out pin, where the data can go to the next driver. So the direction, in which the data flows through the strip is already defined and hardwired. You cannot send data in the other direction through the strip. So the first LED is that one, that is directly attached to the Data In line of the strip and will be connected to the Arduino.
Keep in mind, that this is not an address. You can cut the strip at an appropriate place (so that you don't destroy the circuit. Most strips have these pieces regularly after every or every third LED) and get a new first LED, if you now connect the Data In, where you cut the strip, to the Arduino. An LED strip with WS2811's is not an array or a matrix of LEDs, it is a chain of LEDs. This difference is important in how you control them.
The LED units don't have any unique addresses of their own, instead they are indexed by their position in the string of LEDs. When you feed data into the first LED, you put the entire sequence of color values into the first one. It will then set its own color to the first one in the sequence, and then output all the rest to the next LED in the series.
None of the LEDs actually "know" where in the strip they are located, they only take the first value that comes in and set their own color to that value, and then output the rest of the values to the next LED in the series.