[jrgp]

As others have said, you logged into your new Linux VPS as the root user. that root@localhost is a prompt that lets you run admin tasks, including set up a game server. You can get stared learning shell here: http://www.ee.surrey.ac.uk/Teaching/Unix/unix1.html

If Linux scares you, you could rent a Windows VPS instead and connect via RDP/VNC so you can click around. Windows VPSs are generally more expensive and require better specs though compared to Linux/BSD VPSs.

You could go with a server host instead so they take care of it for you.