I have different layers with different CRS, I think therefore the layers don't match. But I don't know how to fix this. Here is what I did (GQis 3.0.1 on Debian Buster).

I connected to OpenStreetMap Tile Server https://a.tile.openstreetmap.org/{z}/{x}/{y}.png to request XYZ Tiles. This is the first layer.

The tile server uses the CRS WGS 84, Pseudo Mercator Projection EPSG 3857.

Now, I tried to built my own map, by doing a quick query with QuickOSM. Key is building, querying Extent of the map canvas (coordinates are 300.000, 6.100.000, Scale is 1:60.000, which is in France, somewhere south of Paris).

This gives me 3 additional layers, all called OsmQuery, see image.

The additional layers use CRS WGS 84 EPSG:4326. If you look at the map, you see the buildings belonging to Chateau-Landon (south) near La Madeleine-sur-Loing (north). The destinations are about 7km apart.

My thinking is: "The error might result from different projections. However, 7km is a lot. I find it kind of strange that OpenStreetMap uses to different CRS." But I'm quite a newbie...

What can I do to get an exact match of all the layers?

I did change "Project CRS" to EPSG: 4326 as suggested by JoshC's comment, resulting in a slight change of perspective of the main window, but the distance of 7km stays the same.

Also, I was not able to set "on the fly projection". Could it be that this feature disappeared in QGis 3.0.1 (see screenshot below, compared to version 2, see How to enable projection transformation in QGIS)?