The volume we play music at is called the 'dynamics'. When you see the letter f like this:

It means play loudly (The f stands for forte is Italian for loud. It is a historical convention that most indications are given in Italian)

When you see a letter p like this:

It means play softly (p stands for piano, which is Italian for soft)

In most cases, you should continue playing at the same dynamic level until you see the next indication.