So I've never played any guilty gear before.
First time playing the game.
I tried starting training mode, picked jam, checked her move list.

And she has loads of red arrows. What do these mean?

Directional inputs. Let's say for example you have an arrow down, an arrow facing down-right, and an arrow to the right accompanied by a kick. This means that in order to execute Jam's Dragon Kick you should move her in that order followed by the kick button in order to execute that move.