How are professional team sport athletes (basketball, hockey, football etc..) given their numbers?

Hi, I am not a sport person at all, I don't watch or play (team) sports. But i've been wondering how the athletes get their numbers. Do they get given them ? Can they choose the number? Does the number ever change? What happens if an athlete moves teams, do they get a new number, or can they keep their old one? Does it change based on sport?