This document is not intended to teach the beginner all there is to know about muds, mudding and getting connected. Instead, this document will help point you to other resources where you can find the help you need and cover some of the points you may not find elsewhere or in easy to read terms. First of all, if you do not meet the two requirements listed above then this won't help much.
MUDs run on machines which are literally scattered about the world.
Be advised that while most muds are games, not all are. Some muds exist to serve educational purposes or are research-oriented. This software is called the client. Jennifer 'Moira' Smith has written a set of documents called 'The MUD FAQ' which explains all of this in fine detail. In fact, you should read some of it a few times, there is quite a bit of useful information which you may not pick up the first time through.