Step four... Roleplay!
Don't get overwhelmed by the subthreads!
Check out the interactive map of equestria!
Figure out where your pony lives and find RP in the same area.
Can't find any RP? Try ponyville.
RP in the open threads or make as many of your own threads as you want.
Don't worry about doing something wrong. Mods will always be around to help out, mistakes are easy to fix!
Now its time to get into what we're all here for, RP! Now I know there are a lot of subforums so don't let it overwhelm you. There's a handy dandy interactive map of equestria that should give you some barrings on what resides where. My best suggestion is to know where your pony lives and figure out where to RP from there, and of course the hottest RP spot is likely to be ponyville, because its already so well visualized through canon means. But also feel free to utilize the lesser known cities and start filling them in.
Most importantly you may make as many of your own private threads as you want. the "ORP" stickies are just general spots where you can go hang out and meet new ponies etc. So go and make as many "orp" and "prp" as you want! You can even have RPs from those spots on your own terms, especially if you want to have a prp in say Sugarcube Corner. Go for it.
Don't worry about doing something wrong, which I can't imagine you can, but you'll be very politely told because we're going to assume you just didn't know and our attempts are not to shame or upset you, just to give you a chance to learn and hear why and how. Most mistakes are because I, as a mod, are not explaining things clear enough. The fault is always on me when I come to tell you its wrong. c: