So this is my first job and I just got my W-2 form and I'm not sure how to do my taxes.. People say you can do it online? what site? I tried irs.gov but I didn't understand what to click on or anything.
You've posted on a UK-based site where very few people will have any idea of how the US tax system works. (I've assumed that you're in the USA, based upon the website you've referred to).
While we welcome members from all over the world, you'll probably find vastly more people with the relevant knowledge on a US Q&A website, such as one of these:
http://www.answerbag.com/