I just brewed my first batch and I'm wondering how long do I wait til the CO2 starts coming through the airlock? And I've already got like almost 2 inches of sludge is this normal?
Two inches of sludge is pretty normal. When you transfer (wrack) from the fermenter to the bottling bucket try to leave most of the sludge (trub) behind.
Airlock activity will start anywhere from a few hours to 3 days. Depends on a few things. Temperature of your beer (since you added yeast to the wort it is now legally considered beer) health of yeast the better health there will be more of them, abudance of yeast cells and aeration maybe if you didn't use dry yeast.
These next few weeks will be the hardest to get through. Just be patient. It's pretty hard to screw up beer and the yeast know what they are doing.
Dry yeast is awesomness in a pouch! Liquid yeast are pretty freaking awesome too. The difference between the two is dry has around a 100 billion yeast cells just ready to be rehydrated through beer or water and go eating, farting and peeing alcohol. - That's what beer yeast do. The liquid yeast are more tempermental but offer a wider variety of flavors and usually need a starter to get them multiplied to proper pitching rates..
Don't get overwhelmed by the link I'm going to attach. It's a good one though, and you'll probably find it useful as your brewing skills develop. Save it to your Favorites.
If you don't have a gasket on the fermentation bucket lid you may not have an airtight seal. Its not a big issue but it can mean you will see less or even no activity in your airlock. It wouldn't necessarily mean your beer isn't fermenting.