nods to what was just stated above. But since this is the first time running you will need to first do "XF86config" (I think that is the command, can't remember but I think so). This will ask you to setup the things like selecting your video card drivers, you monitor resolutions, mouse, etc., but you may have done this when you installed the OS, if you did, you may not need to run this command)
You can change this so that it always starts to the GUI, but I would recommend against doing that. If for some reason you have problems with XFree86 (that is the Xwindows system which runs the Gnome desktop or ANY other desktop you may have loaded), you will have problems just logging in to fix the problem. Basically everyone warns against always starting to the GUI.
Also, you will probably want to know these quick tips, alt and ctrl and + will increase your screen resolution (well if you have your XF86Config-4 file in the /etc/X11 directory, configured in the video card section with all the resolutions you want to use, this file can be configured by hand or by XF86config, as before I think that is the command). Use alt and ctrl and - to decrease screen resolution. If all else fails and the GUI (Xwindows) freezes, try alt and ctrl and esc, this should get you back to the command prompt by killing the Xwindows system. And from there you can either restart Xwindows or try and figure out the reason why it stopped working correctly (for instance you were fooling around with your system configuration and modified something by mistake).
If you run into problems, there are MANY websites out there that specialize in getting LINUX working correctly, just do a search on google or something.