In play, most of it is rolling 3d6. For skill rolls, that's at or under your skill. For contests, you compare margins of success/failure. Chargen is chunky, but it's very smooth in play, because you frontloaded all of the work.
GURPS' default state is "heroic realism," like the kind you would see in hollywood action flicks. Humans are just humans, but there's a lot of leeway for you to be an action hero.
The GM makes the campaign. This usually amounts to them saying, for example, "We're playing roaring 1920s in the deep south. Characters should be rumrunners, journalists, members of the mafia, cops, detectives, and similar. It's realistic, so no cinematic traits and try not to treat every problem like combat." That informs players of everything they need to know for character creation and what rules are in play.
Combat is generally deadly. One shot from a pistol or two whacks with a bat is going to knock you out, and if you don't have buddies you're at the mercy of whoever cleaned your clock. It's a good idea to use cover and de-escalate. At high point totals, though, combat becomes easier to justify because you're more capable and have more safety nets.
Besides all of that, the bell curve from 3d6 radically changes the competency of characters. You no longer have the slapstick feel of the d20, which is very swingy. In short, on a 3d6, the values 10 and 11 and 27 possible combinations each, which makes them more likely to show up than any other number. On a d20, the values 10 and 11 both can occur once, so they're just as likely to happen as any other number.
If you have more questions, I'd be happy to answer them.