For new users, starting R for the first time can be a little daunting. Luckily, Patrick Burns of Burns Statistics has put together a handy tutorial to help the first-time R user get beyond "blank screen syndrome":
So you have successfully started R on your machine. Here's where the trouble sometimes starts -- there's a big, huge prompt daring you to do something.
Some Hints for the R Beginner is a tutorial for the beginning R user, starting from the basics of interacting with that prompt for the first time. Here, you'll learn about the key object types and actions you can do with them (assignment, reading data, inspecting objects), and how to recover from (and learn from) errors. You'll also get introductions into graphics and object-oriented programming. If you're coming to R from another language like SAS or SPSS, there are hints to help you transition, and there are handy pointers to other helpful resources as well. It's all available as an on-line tutorial.
(By the way, if you're already confortable with the R prompt, check out Patrick's most famous R document, The R Inferno.)
Burns Statistics: Some Hints for the R Beginner