Hi, and welcome to the world of IRC and to EFNet. EFNet is one of many IRC networks out there. Some IRC networks are focused on certain topics, and some are general ones. EFNet is a large, general IRC network, so whatever you are interested in, you should be able to find somewhere on EFNet to talk about it.
First, to connect to IRC, you will need an IRC client. Assuming you are using the most common operating system, Windows, and that you want the most common IRC program (client) for Windows, you should go to http://www.mirc.co.uk
to download mIRC. Or, alternatively, from the front page of this web site (http://www.efnet.org
) click on the "Software" link, where you can download mIRC or a different client for a different operating system (efnet.org is an official mirror of mIRC). You then use that software to connect to an EFNet server. Unfortunately, EFNet currently does not have a server in NZ. You can, however, connect to a different server, most likely with few to no problems. From the front page of this web site, click on the "Servers" link to ge a list of EFNet servers. Choose one that is close to you network-wise (or, if you don't know that, geographically close). I'm not sure, but probably the ones in Caliornia will be best for you, but you can try any/all of them. All of the EFNet servers are connected and share the same information (users, channels), so it really doesn't matter which server you connect to.
If you are new to IRC, you may want to check out http://www.irchelp.org
. It has LOTS of good info about using IRC, especially for the first time.
If you have any more questions, you can reply here (or, more logically, in the "help" forum).