Basically, what nyases said...
Also, if the game hasn't started yet, then you will be assigned a country at random as soon as seven people join or when 24 hours is up.
Knowing that you've never played, now would be a good time to look up some strategy for the country you are playing...this is a good place to start...
http://www.diplomacy-archive.com/resources/strategy.htm
Alot of the interface is fairly intuitive (thanks to Kestas, the creator), each country will have it's own tab above the map that you can click to enter messages. Use the GameMaster tab to view the outcomes (adjudication) of your moves.
As nyases suggested, it is a good idea to just play one...it being your first. Engross yourself into the diplomacy part...take your time. You don't have to finalize. Simply enter your orders like you would by clicking the Update button until you see the Finalize button. If Finalize has NOT been pressed, the orders that you Updated will be carried out.
There are two turns (Spring and Fall) to each round and there are a few "phases" of 24 hour periods during each turn.
Spring 1901 is the first turn and it starts at a phase called "Diplomacy". This is negotiation time. You make plans, you negotiate, you set orders (see above). You Finalize when you are certain of your plans.
The orders you Finalize then get carried out or adjudicated by the PHP program (bow to Kestas) as soon as either: everyone has finalized or the 24 hour period has run out.
After the Spring "Diplomacy" phase, comes the "Retreat" phase, where you order your units that have been dislodged to an adjacent territory.
That ends the Spring turn.
The Fall turn starts the same as Spring, with "Diplomacy". The moves are carried out and then there is the "Retreat" phase, but in the Fall there's a third phase..."Unit Placement".
"Unit Placement" is comparing your occupied Supply Centers with your number of units and disbanding or placing accordingly. You lose some from last turn, you disband....you gain some, you place.
And so the balance of power shifts.
The game is about the stab. Eventually you have to do it, but I'd recommend stabbing someone once and ONLY once. In other words, be sure you can defeat the guy you are stabbing. Trust is a commodity in this game.
I'd have to say that good diplomacy skills and recognizing when to stab are the keys to winning. Maybe that's arguable. But they are important.
I hope this helps...I felt like writing it anyway...I've only joined 5 months ago and I'm hooked, just wanted to drop some knowledge.
Good luck!