Wow, the terminology everyone is using in this thread is chamingly outdated 
But the basic answer has been correctly communicated. The shaman is, in fact, a 2/2 creature. So you can choose to just use it as a 2/2 creature. Attack with it, hope it’s unblocked and deals 2 damage to your opponent. Doing so requires it to tap, and costs no mana.
However, there’s a totally separate thing you can do with it. It has what’s called an “activated ability”. Activated abilities are easy to recognize, because they are in the creature’s text box, and they always include a colon. The text to the left of the colon is the cost. The text to the right is the effect.
So, in Anaba Shaman’s case, you have “R, tap: Anaba shaman deals one damage to target creature or player”. This means that the COST is “R, tap”, and the EFFECT is “Anaba shaman deals one damage to target creature or player”.
So, as you seem to have already deduced, this means that you can pay one red mana and tap the anaba shaman, and if you do, it will deal one damage to just about anything you choose.
Why is this good?
Two reasons (both covered by other posters already, but I’ll try to sum it up):
(1) It’s targetted. Combat damage is not targetted. When you attack with creatures, you have no control over where their damage ends up going, because your opponent gets to choose what creature blocks what. But when you choose the target, you get to send the damage anywhere you want. For instance, if you’ve beaten your opponent down to 1 life, but then they’ve cast a lot of creatures and now have a much larger army on the ground than you do, a 2/2 creature is worthless. But the anaba shaman’s ability can deal 1 damage directly at them despite their collection of ground creatures, presumably winning you the game. Alternatively, if your opponent has a 5/1 creature with flying (hopefully you’ve covered flying), a 2/2 grizzly bear can’t do much about it. But an anaba shaman can deal 1 point of damage directly to it, killing it.
(2) It can be played at any time. Or, more precisely, any time you could play an instant. Or, even more precisely, whenever you have priority. This brings up the issue of timing and priority, which is the both what makes Magic so complicated, and what makes it so fun. The basic idea, though, is that just because it’s one player’s turn, that doesn’t mean that only that player gets to do things. A class of spells (“instants”) and all activated abilities on permanents (remember, everything with a colon) can be played during either player’s turn. There’s a complicated but very elegant system (priority and the stack) which determines who gets to do what when, what happens when both people are trying to do things that affect the same thing, etc., which I won’t try to explain here, although it’s worth reading up on. But Incubus came up with a good example of why this would be useful: suppose your opponent has two 4/4 creatures, and you have one 3/5 creature. If your opponent attacks you, you can block one of them, those two creatures bounce off each other, the other 4/4 hits you and deals 4, and your opponent loses nothing. Bad times for you. If you have an active anaba shaman however (“active” in this context meaning that you didn’t just summon it on your most recent turn, so it’s not “summoning sick”), your opponent attacks with two 4/4s, you block one of them with a 3/5, and then after combat, you deal 1 point of damage with the shaman, targetting whichever 4/4 you blocked. Remember, it already has 3 damage on it from your 3/5 creature which blocked it. So it dies. And now your opponent can’t attack efffectively any more at all. If you could only use your shaman to target things on your own turn, it would be useless in this situation.
Anyhow, I hope that’s more helpful than it is confusing.