By default you're in Vim's normal mode, meaning that every key press corresponds to a particular command. Hit i on your keyboard to enter an insert mode. This will display -- INSERT -- in a status line (at the bottom), (and, if you're using gVim, it will change the cursor from a block to a vertical line), as can be seen in the following example:
The insert mode behaves just like any other modeless editor. Normally, we wouldn't spend a lot of time in insert mode except for adding new text.