I just started this game and am stuck already lol.
I just got to Santa Monica and went out and that guy talked to me, but now I'm stuck on the guys face. What do I do, how do I proceed?

You mean Jack - biker-looking individual with serious facial hair?
Does the conversation seem to have finished, has he told you what to do? The first few scenes of the game are basically intended as a tutorial. If you haven't any numbered conversation options available try hitting Esc (from what I can remember it tends to end dialogue) then heading off to do whatever it is he's asked, which is I think to feed if you've only just came out the first door.
Usually, though, conversations with characters will end only after you've clicked on a goodbye-type dialogue option in a rectangle that appears at the bottom of your screen.
Same place as the subtitles, if you've enabled them.

I dunno if this is a glitch or you are just and idiot like me lol, but what happened with me is i didn't realise you have to press numbers on the keyboard that correspond to the numbered dialouge choices, and I was stuck there not knowing wot to press till i pressed every button on the keyboard and realised thats how it works.