To play a song, video, or playlist from the media library tap-and-hold on the item's name and select "Play now" from the pop-up menu that appears. You can also access the pop-up menu by selecting an item using the navigation keys, then pressing and holding the action or center button until the menu appears.
If the media player is currently stopped you can quickly clear the queue and start playing a new song by double-tapping on it within the media library. If the queue is already playing or paused double-tapping on a song in the media library will add it to the end of the queue.
Playing a group of items
You can also begin playing a collection of songs by using the tap-and-hold menu on a group name instead of just an individual song. For example, if you selected "Play now" from the pop-up menu for an artist's name all songs by that artist would be placed in the queue and the first would begin playing.
Playing a playlist
Playlists can also be played by using the tap-and-hold menu. Your playlists can be found under Music > Playlists, selecting "Play now" for any of these will start playback of that playlist within the media player.