What does WL mean in a case citation, and what is the asterisk before the page?

Short answer. WL stands for Westlaw. "2022 WL 2189293" is the number Westlaw assigned to one document in its database. It reads as a year, then WL, then that document's serial number. Writers use it when an opinion has no page in a printed reporter. The asterisk marks a star page, which is a page break in Westlaw's own copy of the document, so "at *3" sends the reader to the third Westlaw page.

Reading a real one
Loucks v. Kijakazi, No. 21-1749, 2022 WL 2189293, at *3 (2d Cir. June 17, 2022) (summary order).
The Second Circuit decided Loucks by summary order, and the Westlaw copy says plainly that no reporter cite exists: "Only the Westlaw citation is currently available." Westlaw drops its star markers into the text wherever its pages break.
In this order, *1 begins the first paragraph after the heading "SUMMARY ORDER," *2 begins the sentence finding that the ALJ committed procedural error, and *3 begins the last sentence, which reverses and remands for calculation of benefits.

Three numbering systems on one sheet
The copy we checked is a Westlaw printout filed on a later district court docket (it is public on GovInfo). Its second sheet shows the printout's own page number, 2, and the court's filing stamp, "Page 170 of 356."
That same sheet holds two star markers, *2 and *3. Only the star pages belong in your citation. The printout and PDF numbers belong to this one copy; the star pages belong to the Westlaw document itself.
One more asterisk on the first sheet is a trap: the one after the appellee's name in the caption marks a footnote, not a page.

The rules behind it
[Convention] Write a comma, "at," and the star page.
[Convention] A continuous run of star pages takes one asterisk at the start (at *2–3); pages that are not consecutive each take their own (at *1, *3).
[Convention] Because the number shows only a year, the parenthetical carries the court and the full decision date. Put the docket number in too, so a reader without a subscription can still find the case.
[House style] Cite the number and star pages of the copy you actually opened. Copying them from someone else's brief carries over any error in it.

What about Lexis? Lexis numbers work the same way with a different shape: a year, a court code, the word LEXIS, and a serial number. Lexis has its own star pages, which need not match Westlaw's.
[Jurisdiction-specific] The Delaware Supreme Court's rules print both shapes side by side for briefs filed there: [year] Del. LEXIS [number] and [year] WL [number], each followed by the court and the full date, with no docket number. Del. Supr. Ct. R. 14(g)(i).

Once a reporter page exists [Convention] A database number fills in for a reporter page that does not exist yet. When the opinion is printed in a reporter, cite the reporter.
[Jurisdiction-specific] The Third Circuit, for example, bars electronic citation systems in a brief's argument section once the case is in one of the four reporters its rule names (U.S., F., F. Supp. and F.R.D.). 3d Cir. L.A.R. 28.3(a).

Short form [Convention]
Loucks, 2022 WL 2189293, at *3.

Common mistakes
Citing the printout's page or the PDF page instead of the star page.
Dropping the asterisk ("at 3"), which reads as an ordinary page number instead of a Westlaw page.
Giving only the year in the parenthetical because a year already appears in the number.
Putting a Westlaw star page on a Lexis number, or the reverse.

Read more
The Looseleaf & Services chapter (its opening is free to read): https://citationcode.com/book/services (opens in a new tab)
Loucks and other Second Circuit citations, each broken into its parts: https://citationcode.com/examples/how-to-cite-a-second-circuit-opinion (opens in a new tab)