Using Rmail in the simplest fashion, you have one Rmail file ~/RMAIL in which all of your mail is saved. It is called your primary Rmail file. The command M-x rmail reads your primary Rmail file, merges new mail in from your inboxes, displays the first message you haven't read yet, and lets you begin reading. The variable rmail-file-name specifies the name of the primary Rmail file.
Rmail uses narrowing to hide all but one message in the Rmail file. The message that is shown is called the current message. Rmail mode's special commands can do such things as delete the current message, copy it into another file, send a reply, or move to another message. You can also create multiple Rmail files and use Rmail to move messages between them.
Within the Rmail file, messages are normally arranged sequentially in order of receipt; you can specify other ways to sort them. Messages are assigned consecutive integers as their message numbers. The number of the current message is displayed in Rmail's mode line, followed by the total number of messages in the file. You can move to a message by specifying its message number with the j key (Section 29.3).
Following the usual conventions of Emacs, changes in an Rmail file become permanent only when the file is saved. You can save it with s (rmail-save), which also expunges deleted messages from the file first (Section 29.4). To save the file without expunging, use C-x C-s. Rmail also saves the Rmail file after merging new mail from an inbox file (Section 29.5).
You can exit Rmail with q (rmail-quit); this expunges and saves the Rmail file and then switches to another buffer. But there is no need to "exit" formally. If you switch from Rmail to editing in other buffers, and never happen to switch back, you have exited. (The Rmail command b, rmail-bury, does this for you.) Just make sure to save the Rmail file eventually (like any other file you have changed). C-x s is a good enough way to do this (Section 16.3).