The X Window System, aka "X" (commonly and incorrectly known by many as "X-Windows") is a GUI which sits on top of Linux. Unlike Microsoft Windows, the X Window System can look and operate in a large variety of different ways. It can operate very primitively or very advanced, look beautiful or ugly, be sleek and fast or bloated and slow (each of which are subjective qualities which cause as many arguments among users as the "Linux vs. Microsoft NT" debate seems to).
Getting X working properly can range from simple to hair-pulling complicated! It is a common complaint among users who are new to Linux, and I've fought with configuration settings countless times myself, so I'm completely empathic about this. Fortunately, such configuration is becoming easier and more automated in the newer distributions of Linux. In fact, if you are using Red Hat 6.1 you will probably not have to worry about this issue.
Although in a majority of cases X can be configured automatically, there are exceptions; I would recommend you know or find out the type of video card and amount of video RAM your system has installed, as well as the type of monitor and its horizontal and vertical synch rates (this information is usually available in the back pages of the monitor's users guide, or can be found on the WWW).