Brief explanation on Dungeons.
Dungeons are normally done in a party of 6. There are 2 ways to go to a certain dungeon.
First way
Server side
During Main Quest, you often did solo dungeons which are easier dungeons to complete.
The first 6 man dungeons you will saw is at the end of Act 1, Blackram Narrow, although the Main Quest doesn't require you to complete it. Entering the portal this way is normally what people calls "Server side". People hardly do the server side dungeon to be honest.
Second way
Cross Server Dungeon (f8)
When you press f8 and click on "Dungeons" you will be in a place where you can select all the available 6 man dungeons, starting from Blackram Narrow.
Most people do their dungeons in F8 because its easier to recruit people there.
You can either join a party by clicking on the room number posted by others or posting your number so others can join, or you can press LFP(looking for party) to automatically search for anyone else who press LFP.
Do note that if you posted your room number and press LFP, people cannot join your room by pressing the room number.
Don't be afraid to ask for someone to help you with Blackram Narrow or Tomb of the Exile in f8, there are a lot of people who will be willing to help you. Most of them can easily solo the dungeons.
Almost everyone doesn't do any dungeon below "Lair of the Frozen Fang" because the rewards are really bad and not included in Daily Challenge.
You will spent a lot of time in here to farm your legendary after you complete your story :)
