The first window you see after starting GenJ shows a list of opened Gedcom files. On first usage one file 'example.ged' should have been loaded automatically. You can either explore GenJ's features by opening views on the that file or you can create your own file to start with first. The buttons at the top of the window let you do just that:
Open an existing file/Create a new file
Open the Table View*
Open the Tree View*
Open the Timeline View*
Open the Edit View*
Open the Report View*
Open the Navigator View*
Open the Entity View*
*(make sure the selection in the list of files matches the one you want to work on)
You can open as many views as you want - they will be numbered sequentially and each keep their own settings and preferences in case you want to look at your data from "different angles".