There are three methods you can use to start playing a game on KGS:
by clicking on one of the open game offers in heavy type, in the large upper panel of the room window.
This gives you little control over the settings of the game: you are accepting someone else's offer. You can change the settings from what the person offering the game has set, but if you do so without discussion, he is likely to refuse to play you.
It also has the disadvantage that the person making the offer may not want to play you anyway — particularly if you are unrated, or worse, unregistered.
by clicking on "Custom Game" on the main menu bar, setting the options that you prefer, and waiting
Your game offer will be listed in bold in the large upper panel of the room window. Other people will be able to click on it and try to accept your offer. Whenever anyone does this, it will be up to you whether you let them play you.
If you are unrated, it will help if you say roughly what your strength is in the game title (the top edit control of the game creation window), with something like "new to Go, I've only played three games".
by clicking on "Play Go" the second item on the main menu.
After you have clicked on "Play Go" you should start by setting your automatch preferences. These specify what kind of opponent you will get, whether you want to play a rated or a free (unrated) game, and what speed you want. But automatch only does 19x19 games, so if you are a beginner it is best to use one of the other ways of getting a game, and try to get a 9x9 game. Once you have set your automatch preferences, you should click "Play Go" again, and check "Automatch". You will then see a rotating cross next to "Play Go" on the menu, indicating that the KGS automatcher is looking for a partner for you.
Automatch gives you less control over the settings of the game than making a Custom Game of your own does.
You can also announce in the room chat that you want a game. This does not help, you will eventually have to use one of the methods listed above.