Congratulations! You've got an operating system installed, and a working Raspberry Pi - now what? This blue screen doesn't look particularly useful. Well, it is and it isn't. This is the raspi-config menu, and it's for getting things organised before you get down to using your raspberry pi.
The main step here is to select 'expand_rootfs' so that you can use your whole card as your hard disk drive (not just the 2GB in the image you downloaded). Next you might want to 'change_timezone' and select yours (so that the pi knows what time it is where you are, and displays it correctly). Finally, as a noob, you will want to arrow down to 'boot_behavious' and tell your computer to start the desktop on boot. Then arrow down (or press tab) until you get to the <Finish> menu. You will be asked if you want to reboot. You do.
When the RPi has finished rebooting you should be looking at your nice neat Raspbian operating system. Even if you haven't used Linux before this screen should be similar enough to Windows for you to feel at home. Where you go from here will depend upon what you want to do with your RPi.