The interaction menu that appears when you press M or the left circle button is a powerful tool, let's go over it.
Inventory - access your items
Wardrobe - change your clothes
Armory - view your weapons and attachments
Job Menu - if you have a job, it's options will show up there
Vehicles - interact with owned vehicles
Properties - view owned warehouses and garages
Services - call for a cop, EMS, mechanic or drug dealer]
Stats - view all your stats
Options - view server specific options
Help - view various helpful things