You generaly find P mode on most cameras (it stands for program mode). If you are unsure of how to use your camera its a great place to start. Think of it as Auto but allowing you to change a small selection of options. For example you can change the ISO and the camera will take control of everything else.
Why would you change the ISO, it speeds the camera up in lower light situations. For example if you are taking pictures inside and they looking blurred. Increase the ISO number this will help the camera operate quicker with less light. Depending on the camera your ISO number may vary, so you are looking around 1600 and over.
You can also change a range of other settings that help you use the camera. I can talk you through each one and explain why you would need to change it. The great advantage with digital is experiment, try different settings if you don’t like the image you can always delete it.