Why does my iPhone go to GPRS?

And what does that mean I'm not real good with my new iPhone 4S

You must be using your iPhone 4S cellular network in an area not supported by Edge or 3G or 4G (LTE)

The iPhone tries to access the fastest connection available. In the case of the 4S that means it will look for Wi-Fi then 4G HSPA, then 3G, then 2G (EDGE), then 1G (GPRS).

It means you are in an area that doesn't have any of the other services available and/or you don't have the option for the faster connections on in the Settings.