Eventually, your scene will become complex enough to start using Blender's Layers. These are located at the bottom of each view and look similar to "ice cube trays" (Figure 1). Make sure you're not in Edit Mode or the layers won't be visible.
Figure 1: Default Layers
The top-left layer is dark gray with an orange circle in the middle. The dark gray fill informs you that this layer is visible, and the circle informs you that there is at least one object on this layer. The circle is orange because there is a selected object on this layer (the cube).
The keyboard numbers control the layers (not the keypad). Either LMB-click on the square next to the current layer or hit "2" on the keyboard. Everything in your scene will seem to disappear (Figure 2).
Figure 2: Empty Layer 2
You have simply changed the only visible layer to Layer 2, which contains no objects. Hit "1" on the keyboard to get you back to Layer 1. A quick note: layers 1 - 10 are all on the top of the layer icon group; layer 6 is across the "gap" between the two layer groups. The hotkeys are 1 - 9 and 0 for layer 10 for the top section. For layers 11 - 20, use the <Alt> key in combination with a keyboard number. For example, to access layer 16, hit <Alt> + "6".
To move an object to a different layer, hit "M" to bring up the "Move to Layer" menu. Try this with the selected Cube (Figure 3). You can either LMB-click to select a layer or hit the keyboard hotkey for the layer you want.
Figure 3: Move to Layer menu
Your cube will now disappear from your view, as it has been moved to Layer 2. However, since it's still selected, layer 2 will have an orange circle in it, except faded with no dark gray fill. Also, notice there is a circle in layer 1, meaning there are objects on that layer, just not selected (Figure 4). Remember: a circle means there's an object on that layer; an orange circle means there's a selected object on that layer.
Figure 4: Layer 1 visible only
You can also have multiple layers visible at one time. Simply hold Shift + LMB-click a layer (or hit the corresponding keyboard number) to add it to the visibility.
Try this in your scene: hit Shift + LMB-click layer 2. Then, select the Camera to see the orange circle shift to layer 1 (Figure 5).
Figure 5: Both Layer 1 and 2 visible
Your view will reflect this change. The Camera is selected, and the Cube is again visible in your view (Figure 6)..
Figure 6: View with both layers visible
A quick way to make all layers visible is to hit the ` key to the left of "1" on your keyboard (Figure 7).
Figure 7: All layers visible
Go back to layer 1 and 2 visible only. Move the Cube over in the y-direction. Then, click on layer 1 only and add a UV Sphere to your scene. With layer 1 as still the only layer visible, hit F12 to render your scene. It will only render the visible layers (Figure 8). Hit F11 to toggle back to your view.
Figure 8: Render Layer 1 only
Now, add layer 2 to the visibility and re-render. Your render now includes the Cube as well (Figure 9).
Figure 9: Render both layers
As an organizational tool, Layers can improve your workflow. You will later see that they are also a tool for lighting and compositing.