new apple hard rive

long story short I bought a used iMac 2009 and the people that I bought it from blocked me so they don't have to deal with it. I replaced the hard drive with a new new hard drive it needs a bootable device disk or usb. but once put in the usb and I click a button like it says to on the screen. nothing happens. I keep seeing other people get onto a blue screen and options of a software start up but it doesn't allow me too. i don't know what it wants. Someone please help?!?!?!