you're not left out at all! I was the same way when I first got into MAC and now I'm loving pigments more and more each day (included pressing my first two the other night!)
pigments are highly concentrated loose powders. they can usually be used anywhere on your face/body with anything. some colors are not safe to use in the lip area, eye area, or both. pigments can be mixed with lipglosses to make funky colors, but Rose is popular on the lips. it can be used for cheek color, I use melon in the summer, some people use Rose as well as other things. its also used as eye shadows, and best applied over a base like paints or shadesticks. you can spray a little Fix+ on your brush to apply them wet and get the color really vibrant too. I've tried mixing some violet with hair gel to put streaks in my hair, but I have dark hair so it didn't show up much but it worked on my mom who has brown/gray hair. they're very versitile, and you get a lot for your money in a full size jar. most MACs will give samples also (but I've been turned down a lot lately because of ebay :shrug
just be careful that if you have sensitive eyes/lips you read the precautions that come with the perticular color to make sure its safe to use in that area