How to listen to music on my iphone?

I just bought iphone from the store but don't know how to listen to music. I got told if you think of a song it starts playing but i've been trying really hard to get gwen stefani to play on my iphone but it doesn't work!

This was very hard for me to do
first you gotta put all songs on a usb
then you gotta drive to closet apple store
give them phone and usb and they will give new phone but with your music
enjoy your gewn STEPHANIE1!

But music from the apple store then go to your music app icon

You have to install the "Think App" from TrollWare.

I haven't heard of that feature you must put music on the device if you want it to play download itunes on your computer and download music or burn music from a cd you like etc transfer them to itunes.