One of the first things that you need to learn in SL, is how to move around. This means learning how to walk and fly where you are, and how to get to other places too.
Walking is easy; just use your cursor keys to direct your avatar. Some people who are used to gaming will use letters rather than the cursor keys, but that becomes a bit problematical if you want to talk and then move, as you have to keep closing the chat window.
Flying is easy once you get the hang of it. Use the Home key to take off, and then a combination of the page up and page down to control height, and the cursor keys to control direction.
These things become second nature after a little while. Note that you have a limited range when flying, unless you get a booster attachment of some sort. There are many for sale and a few free ones too.
You will find that apart from a few places where flying is not allowed, flying is the way that you get around in Second Life when you are exploring a sim or group of sims. You can fly across sim borders to the next sim if there is one next door.
If you want to go exploring, though, you are going to have to use your map or landmarks. Landmarks are exactly what they say they are, a marker which allows you to go to a specific place. They are stored in your landmarks folder in your inventory, and should also be stored as a list inside the landmarks category of your map. For now though, you can simply open up your inventory by clicking on the button at the bottom of the screen (unless it is already open) and then click on your landmarks folder to open it. You should see a list of places with a pin icon beside them. If you click on one, it should open and offer you a small window with a teleport button.
To go to the place, click on the teleport button and it should transport you to the place you have selected. Be aware, however, that sometimes when the grid is slow, teleports do not work properly and the system may tell you to try again.
There are other ways to find places to go. You can use SL's search. Click the button which says search at the bottom of the screen and then use search to find something which interests you. Using a keyword is a good way of coming up with some random places to visit. If you click through to see details on a search result, it will offer you a teleport button. If it is a place you like, you can landmark it yourself when you get there.
You can also open up your map by clicking on the button at the bottom of the screen, and then either click on a place on the map that you can see and choose to teleport to that location, or key in the name or part of the name for a sim, and choose to teleport there. Thus if you know that my shop is in NCC, you can click on your map, type in NCC i the space provide and click search, and then choose to teleport there when the location is found on the map.
Most people have a few favourite places, and they love to share landmarks... why not ask the people you meet for recommendations, and have them drop a few landmarks on you?