This is an elementary introduction to the representation theory of real and complex matrix groups. The text is written for students in mathematics and physics who have a good knowledge of differential/integral calculus and linear algebra and are familiar with basic facts from algebra, number theory and complex analysis. The goal is to present the fundamental concepts of representation theory, to describe the connection between them, and to explain some of their background. The focus is on groups which are of particular interest for applications in physics and number theory (e.g. Gell-Mann's eightfold way and theta functions, automorphic forms). The reader finds a large variety of examples which are presented in detail and from different points of view.