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Wilcoxon Rank test

Greetings, I am trying to perform a Mann-Whitney U test to a pair of
data series, according to what I have read about R the command to use
is:

wilcox.test(data1, data2)

However I am having trouble interpreting the results:
---
Wilcoxon rank sum test with continuity correction

data:  Dataset$OTMinR and Dataset$OTMaxW
W = 460627.5, p-value = 0.001798
alternative hypothesis: true location shift is not equal to 0
---

According to my understanding the test tests the hypothesis that  the
two data series are drawn from a single population. And I interpret
those results, having the p-value 0.001798, that the hypothesis is NOT
rejected, meaning that there is a high probability that the two
samples come from the same population. Is that interpretation true?

Also, I am not sure what is the alpha value of the performed test? is
it 0.05? or 0.01? is there a way to change it?

Thank you!