help running provides some hints:

There are step and next instuctions (and also nexti and stepi).

(gdb) help next
Step program, proceeding through subroutine calls.
Usage: next [N]
Unlike "step", if the current source line calls a subroutine,
this command does not enter the subroutine, but instead steps over
the call, in effect treating it as a single source line.

So we can see that step steps into subroutines, but next will step over subroutines.

The step and stepi (and the next and nexti) are distinguishing by "line" or "instruction" increments.

step -- Step program until it reaches a different source line
stepi -- Step one instruction exactly

Related is finish:

(gdb) help finish
Execute until selected stack frame returns.
Usage: finish
Upon return, the value returned is printed and put in the value history.

A lot more useful information is at https://sourceware.org/gdb/onlinedocs/gdb/Continuing-and-Stepping.html

Here is a quick start tutorial for gdb:

/* test.c  */
/* Sample program to debug.  */
#include <stdio.h>
#include <stdlib.h>

int
main (int argc, char **argv) 
{
  if (argc != 3)
    return 1;
  int a = atoi (argv[1]);
  int b = atoi (argv[2]);
  int c = a + b;
  printf ("%d\n", c);
  return 0;
}

Compile with the -g3 option. g3 includes extra information, such as all the macro definitions present in the program.

gcc -g3 -o test test.c

Load the executable, which now contain the debugging symbols, into gdb:

gdb --annotate=3 test.exe 

Now you should find yourself at the gdb prompt. There you can issue commands to gdb. Say you like to place a breakpoint at line 11 and step through the execution, printing the values of the local variables - the following commands sequences will help you do this:

(gdb) break test.c:11
Breakpoint 1 at 0x401329: file test.c, line 11.
(gdb) set args 10 20
(gdb) run
Starting program: c:\Documents and Settings\VMathew\Desktop/test.exe 10 20
[New thread 3824.0x8e8]

Breakpoint 1, main (argc=3, argv=0x3d5a90) at test.c:11
(gdb) n
(gdb) print a
$1 = 10
(gdb) n
(gdb) print b
$2 = 20
(gdb) n
(gdb) print c
$3 = 30
(gdb) c
Continuing.
30

Program exited normally.
(gdb) 

In short, the following commands are all you need to get started using gdb:

break file:lineno - sets a breakpoint in the file at lineno.
set args - sets the command line arguments.
run - executes the debugged program with the given command line arguments.
next (n) and step (s) - step program and step program until it 
                        reaches a different source line, respectively. 
print - prints a local variable
bt -  print backtrace of all stack frames
c - continue execution.

Type help at the (gdb) prompt to get a list and description of all valid commands.