Im so confused in this game

[THEFIRSTGOD]

I need a mentor or something, I have no idea what the hell to do half the time, what to build on my warframes, where to play, what mission levels mean and so on. I am so lost

[Maxscart]

If you're looking for someone to help you, the wisest thing would be to post your IGN.

Also, use the Warframe Wiki for any simple question that can be answered through facts. Some of those you asked aren't, but others are.

[Krajst]

As Maxscart said, the wiki is a good place to start when learning this game. However, once you get some basic facts, that's when it gets frustrating. I my self was where you are now, not having a clue most of the time, but you will eventually learn.
Once you loot or buy a blueprint for something you think looks cool, start collecting the resorces you need to build it. How and where to get said resource you can find in the wiki.
Or you can try and finish all the missions on a planet, Mercury to start with, do the quests that's available or do survival or defence missions to farm for mods.

Also, try to join a clan. You can get loads of help from fellow clan members, and you also get access to blueprints.

[Nebulon]

Well this saturday I wouldn't mind giving a helping hand. If you do want any help, friend me on Steam, and I'll help you in-game on saturday.

[Mdgrim]

I need a mentor or something:

~ Post your IGN, or in the recruitment tab in-game, ask for help with learning what the game is about. There are usually high ranked people who will give new players a hand.

I have no idea what the hell to do half the time:

~ Warframe is, as I've seen multiple people put it, 'a game of grinding'. There is a decent selection of warframes (all with their own unique playstyles) available, as well as a ton of different weaponry to work towards. You can buy this stuff with real money, but I personally prefer to hunting down the parts and materials I need, as it gives you a sense of reason and accomplishment once you have finished that 'grind'. Ultimatley you want to get to the point where you have created all available frames/weapons and get them to rank 30(max), at which point you may keep them if you enjoy to use them, or remove them from your inventory for something else to take it's spot. I would suggest looking at these two links to decide what you want to work towards as first steps.
http://warframe.wikia.com/wiki/Warframes
http://warframe.wikia.com/wiki/Weapons

what to build on my warframes:

~ This really just depends on your personal play style, and how your specific frame works. As a simple example, let's say your playing a Rhino. As Rhino you are a bullet sponge, so you mostly want to work towards survivability (hp/shield increase, shield recharge, max stam, etc), as this frame is basically just a walking tank. If you were say, a Loki, you don't have the innate strength that the Rhino frame has. Instead you have 'smoke and mirrors' style tricks, used to keep your enemy from knowing where you are, or from attacking you over someone else. In this frames case you would want to build more for speed, and power duration over say, total armor.

where to play, what mission levels mean and so on:

~ When first starting out, it's best to simply work your way through a few of the first planets available (completing %100 of the missions per map is not nessecary). Upon beating the boss of whichever planet you are on, you will receive a nav segment which will unlock a different planet (there are 14 different planets, 2 sectors, and the clan dojo), which in turn will usually have a different tileset, different resources, usually different/varied enemies, and also an increase in mission level. Mission level is there to indicate around what level most enemies on that mission will be, the higher the level, the better their stats (damage, hp, shield, armor, etc), and the more likely that varients will begin to appear (example: grineer elite troopers with burst rifles alongside normal troopers, Grineer bombard, etc).

Hopefully this information will assist you, and any others who read it