You have no real idea of what to do. It seems so big and scary with all 5 panels and colored arrows. The best place that i have found with a great history of PIU is here There are a few things not in that guide that you should become aware of while playing.
Look at the BPM/level of a song. An "average" song runs from about 140-160 BPM. The lower the BPM, the slower the arrows the scroll. The higher the BPM, the faster the arrows will scroll. The level indicator has gone through some significant changes in the past few years. Exceed 2 will be treated as a norm for this guide while making sugestions of other songs that did not make it in to this current release. The DuH statement is of course to go with the level 1 songs when you are just starting out. Another thing that you will want to do is to play diffrent songs. It annoys everyone and it will hold you back if you play the same song three times. You will learn nothing except that you have a good short term memory. Play all level 1 songs ,but please do not repeat a song.