Yes you have to join a campaign.
Join a campaign then double click the campaign name to queue/enter it.
To leave (which is also something people have difficulty with first time they go Cyrodiil), go to the wayshrine at the starting area, not to the transitus portal stone.
DannyLV702 wrote: »Access into cyrodiil can be immediate or there could be a line, depending on the time of the day. And yes, if you have not pvp'd, you will receive quite a few spankings at first lol