In order to use your Mac with another Bluetooth gadget like a mobile phone or headset, you'll need to pair it with that specific device. Locate the Bluetooth settings under System Preferences and turn the Bluetooth power on. Then also check the box marked "Discoverable." This will allow other devices in range to see your Mac.
Make sure the device you want to pair with the Mac is powered on and also discoverable (check the owner's manual for specifics on how to manage the Bluetooth settings on your mobile phone or headset). Next, click the Bluetooth icon found near your clock on the toolbar at the top of your screen and select "Set Up Bluetooth Device." Follow the Mac's onscreen steps that explain how to add the eight-digit passcode that will allow your two devices to talk to each other.
Once you've established a connection between your Mac and another gadget, your computer stores the info until you delete it -- there's no need to add a new passcode each time. When you're done using a Bluetooth device with your Mac, be sure to uncheck the "Discoverable" option to prevent anyone else from pairing a device with your computer. When you're ready to re-pair a device, just click on the Bluetooth icon, and select the gadget from the dropdown list.
One last thing: If you're not using Bluetooth on your laptop, make sure it's turned off to preserve battery life.