There are three kinds of modes that most browsers have: fly, walk and point but each browser uses slightly different names or styles. In fly-like modes, it's like you are piloting a plane through a 3D space, arrow keys or mouse direction adjusts the direction you're headed in, and you also can move forward and (sometimes) backwards. Walk mode lets you move around on an imaginary flat surface, and you have to press special keys to move up and down.
Point mode is the best (maybe only?) excuse to use a mouse in navigating a VRML environment. You click on an object you see, and then you move towards it.
Another feature of VRML is that you can have preset viewpoints that a world creator positions to let you look at special vistas or views in the world. Think of it as a movie director positioning a camera while filming a scene. You can usually switch between these by right-clicking and making a selection from a pop-up menu. In addition, there can be links inside the VRML world that link to other parts of the world -- other viewpoints!
It takes a bit of getting used to, but you'll gradually get the hang of it.