Upon starting the game, you're presented with a console. There you may enter commands to view levels offline, connect to servers, change your player's name and model, customize your controls, etc. See Client Configuration and the related sub-pages for a full list of console variables and commands.
To gain your bearings, try viewing a level offline. Type map torn to spawn into cardo's level Torn Glory. By default, the w a s d keys will control your players movement, and your mouse will control your aim. The Levels section contains a full listing of maps available for offline viewing and online play.