When you arrive in SL, having passed through Orientation and Help Island, the first place you are likely to see is one of the welcome areas. There are several of these; Ahern is the most used one, with overflow going to Waterhead when busy and other areas when really busy. 

Arriving at a welcome area, is a bit like being dropped into the alien bar scene in Star Wars, without the aid of Obi Wan Kenobi.  People pass through, but also aliens, devils, vampyres, furries, animals, insects, robots. Dress varies from Linden-Lab highschool, to sim-crashing prim robots with hundreds of attachments.

Usually there is a Linden or mentor or two patrolling the welcome area, available for advice. Often there are people whose motivation for being there is to kidnap unsuspecting new residents to join them to their club, fleece them of their new land, or convert them to furry/vampyre/gor/goth/trekkie-dom.

When you first arrive in world, the welcome area you arrive at becomes your home by default, until you set a home elsewhere. Thus it can be a little confusing to set off to explore and find yourself continually back at the start.

It is doubly confusing when you find that you can't choose where to set your home ... you have to be in a group, or own the land, to set your home anywhere other than Linden-owned land.

My advice is to stick with the welcome area for a couple of weeks, but to regard it only as a marker in world, until you find your place in SL. Oh, and don't accept drinks from strangers ... or teleports, money bribes to buy land, group membership ....