Look at these examples:

Je veux une glace!     I want an ice cream!

Je voudrais un coca, s'il te plaît.I would like a coke, please.

Je veux un câlin.I want a hug.

Je voudrais un câlin.I would like a hug.

Note that to ask for something in French, you could use two forms of the verb vouloir: 
je veux (I want) or je voudrais (I would want/like)

Je voudrais is preferable in social contexts such as in a restaurant, as it is more polite and subtle than the blunt je veux (just like in English).

[Note that j'aimerais (I would like) is also very commonly used in more polite contexts.]

 

Grammar point: Je veux is in Le Présent tense (I want), whereas je voudrais is in Le Conditionnel (I would want/like).

 

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Learn more about these related French grammar topics

Examples and resources

Bonjour, je voudrais un coca, s'il vous plaît.Hello, I would like a coke, please.
Je voudrais un câlin.I would like a hug.
Je veux un câlin.I want a hug.
Je veux une glace!     I want an ice cream!
Je voudrais un coca, s'il te plaît.I would like a coke, please.
Je ne veux pas dormir!I don't want to sleep!
I'll be right with you...