I did some digging for info on the currencies, and here's a full list of currencies listed under the "riches" area of your inventory.
Money: earned by completing quests and killing enemies. non-tradeable, and used to buy your basic mounts, consumables like potions, dungeon tools (thievery kits, etc), and basic crafting items such as rock salt.
Zen: You buy this with real money, or trade Astral Diamonds for it. It's only used in the Zen shop (I think).
Glory: PvP currency. Gain it through PvP, spend it on PvP gear.
Astral Diamonds: Get them by praying to your god at a campfire once an hour (starting at level 11), participating in challenges in the questing areas, and some other ways I don't really remember right now. This is the currency the auction house uses. You can also trade these for Zen, and vice versa. (The Zen exchange trades to other players, so price will fluctuate with the market)
Rough Astral Diamonds: When you gain Astral Diamonds, it's usually in this form. You can refine up to 24,000 a day into regular Astral Diamonds. (unless you buy Zen and trade for ADs). Refine them by going to your inventory, then to the Riches tab, then highlight Rough Astral Diamonds and hit A.
Ardent Coins: Gain 1 the first time you pray to your god each day. There's a special shop for spending these.
Celestial Coin: Gained daily by praying to your god for the first time each day (just like Ardent Coins), but they disappear if you don't keep stacking them up. So if you miss a day, you lose all you have. You can only hold 7.
Astral Diamonds, Rough Astral Diamonds, Ardent Coins, and Celestial Coins aren't really available until level 11. If you're just starting out and have none of these, that's why. If you're leveling slow and not playing much, you may want to at least get to 11 so you can start building these currencies up.
edit: Sorry, I completely forgot this info might be in the OP. In OT threads I usually check the OP and then fall into the trap of thinking of the thread as just a place to discuss the game.