Before you jaunt off to the the genius bar for the rotation issue, lets make sure you don't have rotation lock set. If you do you'll see a small lock icon with a arrow around it just to the left of your batter status, top right of the screen.
Depending on how you have it set your rotation lock is controlled by the switch next tot he volume switches, or on the multi-task bar. You can see this setting by going to the Settings app > General, and looking at Use Side Switch to:. Whatever it is set to the multi-task bar will do the opposite.
To get to the control in the multi-task bar, tap the home button twice, then swipe your finger left to right across the bar of icons that pop up from the bottom. The icon at the far left of the controls will either be the mute control or the rotation lock. The icons are self explanatory.
I'm pretty sure you know how to use a switch, so I'll skip explaining that possibility.
Also, not all apps rotate. Most iPad specific apps will, but many of the iPhone apps (which will also run on the iPad, abet in emulator mode) will not rotate.