logging what happens on a machine

I have recently set up a linux server running Redhat 7.2, I would like to be able to keep an eye on the server and find out what is happening on the machine. Is there a log file already which I can read or do I need to set up logging somehow.
Thanks in advance for any replies.
Yuri.
EDIT: I would like to know everything that is happening on the server, even if someone logs on.

Almost all logging is done in /var/log. Two, of the many you could monitor would be syslog and messages. Hope this helps. -mk

Thanks I will have a look at those two logs, I used to run Mandrake 7.2 and that had a log program where the system logs could be read from.
Yuri.

if you want to monitor continuously, as in sit in front of the computer and watch, you can use

tail -f /var/log/messages

or /var/log/security, or whatever you want to monitor.

nightmareDNS thanks for your suggestion I will probally end up doing that. That will be helpful as I have a dialin connection to a cisco 2511 router and can sit down during the day and watch the log files.
Thank you for your help.
Yuri.