First of all, a GUI isn't entirely appropriate for a remote linux server, as you're not really gaining anything and they make remote administration more difficult. Feel free to install one if you don't agree - it's your server after all.
If you've decided to go ahead anyway, chances are you need to install VMware Tools to get your mouse to behave properly. We have a handy guide showing how to do this.
Note: Even if you don't have GUI or mouse issues, if you've reinstalled your OS from an ISO we still require that you install the VMware Tools service.
If all you want to do is get to a command prompt (and figure out later whether installing the GUI was a bad idea or not) most distros will respond to CTRL+ALT+F(1-6) to take you to one of the text ttys, where you can log in. To get back to your GUI, CTRL+ALT+F7 should to the trick.