How do I transfer my ETH from wallet to bank account?

I'm quite perplexed here. Could you please clarify for me the process of transferring my Ethereum, or ETH, from my digital wallet to my bank account? I've heard that it's not as straightforward as sending regular currency, and I'm a bit nervous about making a mistake. Do I need to go through a specific exchange or platform to accomplish this? Are there any fees involved in the transfer? And how long does the whole process usually take? I'd really appreciate your step-by-step guidance on this matter.