I Need Help

Well that depends on what sort of role playing you're interested in. In classic D&D style role playing, you simply roll some dice, have fun, and use your imagination. Anything you can think of is possible, so use your creativity to solve the DM's issues. For LARPing, you need to get the costume and character sorted out; weapons, armour, and authentic (to the setting) costume and equipment. Sexual role playing I can't help you with, but no matter what, do your best to be the character rather than a person playing a character. The difference seems small but is really important for getting the most out of your role playing experience.