A default GunZ Lobby
Immediately after you select your character you are thrown into the lobby. Depending on the version you are playing, you may enter an entry-level channel or a free channel. Channels vary from different servers, some will allow you to only play with players who match the same level tier as you, or some servers will only have Free channels that anyone can play in. The screen you're looking at now is the lobby, where you can chat with people who are not currently playing in a room. Find a room to join, or visit the shop or equipment screen. The shop is where you can buy items and use bounty to purchase them. Bounty is earned by playing and defeating other players or by playing quest mode, you earn a specific amount of EXP and Bounty depending on the quest level or the player you have defeated level.
The equipment screen, allows you to equip items purchased.
You can also add a player to your friends list here, simply by right clicking his/her name and choosing "Add friend", but if you don't see the red "Registered as friend" phrase, then click on the word "lobby" above the name list to get to the friends list, click it again to get to the clan list, and once more to return to the name list. Try adding again and it should work this time. You also have to be in the lobby in order to be invited into a clan, and on the lower right, you see symbols like L, G, and P. L means that player is in the lobby, G means s/he is in a waiting room and P means s/he is playing in a game.
Note that you can change channels by clicking "Channel" on the upper right, but you may be limited to what channels you can visit if the server you are playing on has restrictions in place. The official servers had an Entry channel, Veteran channel, Expert channel, or Elite channel. Also note that you can enter any private or clan channels, though new players don't normally go there.
While in the lobby, you can see that there are lots of things in the "boxes" that are the rooms. Take a look at that image above. On the upper left side of that box, 012 is the room number, and below that is the number of people in the room and the capacity (7/8 means 7 people in the room, and the max number of people that can fit in there is 8 ). In that space in the middle, you'd see the room name (the default one is "How about playing a GUNZ game?"), and behind that is a picture of the map that indicates which map it is, which is Station in the example's case. Some servers have added the map name in the box, but this varies from server to server.
On the right side of that "box", you'd see a symbol. That symbol states the room type, which are either Deathmatch (a skull), Team Deathmatch (two skulls), Team Deathmatch + Extreme (several skulls), Gladiator (two swords), Team Gladiator (three swords), Assassination (an orange circle-like icon), Training (a muscly arm) or Quest (a book or sometimes a goblin face). The symbol of a key shows that the room is passworded, and if you see a small white arrow on the lower right of the symbol (regardless of the type), it means that the game has already begun.
There are nine types of rooms, and these are the explanation for each one:
There are four ways to enter a room: one is to double click on one of the "boxes" with the room names, the second is to left click on the box to select it and click "Join", the third is to create a room by clicking "Create", and the fourth is to click "Play Now!" (which throws you into a random non-full room).
Waiting Room
Once you've done one of above, you'll be sent to the waiting room, which shows you the room details, such as what type it is, what map it's in, how many people as well as everyone who's in there. Just click "Enter" (if the game is ongoing) to enter the room, or "Ready" (if the game hasn't started) and wait for the room master to start the game.