Sheesh, there are a bunch of rude people in here.
Some of my friends never got it. It depends on the type, first of all. Some are linear, and some are open-ended. If you've heard of Skyrim, that tends to be very open-ended with what you do. However, Final Fantasy XIII is extremely specific in what goals you have to do.
Because of this, something like Final Fantasy might be better for beginning because goals are spcific and they start of really lite in the beginning...almost arbitrary sounding, like finding a key to get into a mayor's house, or whatever. This is a tutorial, actually. As you go on the battle system will be shown...these battle systems are usually more strategic than fast-paced.
The trick is patience. Some people do not have this and can never really get an RPG. Sometimes they have slow beginnings but eventually you will realize you like the world, or you like the characters, or you just learned some new awesome ability in the battle system, and that they will all start connecting and you will continue.
One thing is the term leveling up, which you may hear often. This isn't done as much anymore, but it used to be a mechanic that had you go through battles continuously--the same ones over and over--and then the game would promote your skills, or numbers attached to a character, so it would be easier to go against another enemy. Some people love this, and I certainly like it. Why? It gives me a time to think about other stuff, and it gives more opportunity to explore the world. Some people don't like this, and this is why there are many games that will never really have you do this. Instead, it is almost completely dependent on skills (Dark Souls).
Sometimes you may be confused on where to go and this is something that might break it for you. Sometimes goals are clear (Fable II), and sometimes they are not (The Legend of Zelda: Twilight Princess' beginning hours) and it becomes frustrating because all you want to do is go next. Something is always connected, though, so in order to understand an RPG, you have to think of the world as one big puzzle, even with little stuff. This is not a level 1 to level 2 thing.
Hope this helps a little.