this game is pretty tough as i juz started, first of all,what does dm mean? I've seen people use it but i have no idea what it means . Secondly how (and where) do i buy a ship? and how do i use it? And what is the point of factions?Do they give me a bonus?
DM probably refers to Darkness Message, which is just the Combine's in-game messaging system, accessed by clicking the envelope icon on your event bar at the top of the page.
For information on buying ships or any other assets, please read the Guide, linked at the top of each page. It teaches you how and where to purchase assets, and also walks you through how to travel.
Factions are companies and governments. They pay you credits and give you a free ship to use as well as something to do. The game is designed around them, so it is highly recommended that you join one, else you will probably get frustrated with the lack of progress and money and won't have anything to do.
Same way you get out of any other building: Walk through the rooms until you find the "Entrance" room, where you are given the option to exit the facility.
Use The Guide (linked from the top of every page) and the Room Map Legend to get more information.
Yes, you can write messages to everybody (with that text box you are refering to).
Or you can "talk" with the characters that are at the same location. But since there are so many places and due to different time zones, it is very unlikely that they are online in time to answer back with the "talk" tool.
Real conversations are normally made via ICQ, IRC or similar chat programs.
Part of the character process is selecting a starting location. Your options are one of the home worlds for your race or the HQ of your faction if you have joined one. (The faction home world is most convenient).
Warning this is strictly Orions McPhees Opinion, it may or may not have any bearing on events true or imagined