When some people think about investing in the stock market, they are envisioning choosing a stock, buying some shares, and then watching CNBC to see how much money they gained or lost each day. That is very risky, and not something I recommend for someone who is just starting out investing. Instead, mutual funds allow you to invest in lots of different stocks all at once. And since the stock market as a whole on average increases in value over time, if you buy into the market and hold for many years, your investment will most likely have a good return. (At least, it always has, for the last 100+ years of the stock market.)
The retirement plan at your place of employment is going to be your easiest way to save for retirement. And yes, if you want to eventually retire someday, you should have this money invested in the stock market.
The great news is that you are already participating in that plan (20% is great!), and most likely you are already investing in the stock market to some degree, as the default fund you are in may include stocks.
I know that you said in a comment that you do not get to choose how this money is invested, but I think it is possible that you have more options than you currently know about. Inside most 401(k) plans there are several choices of investments (typically stock and bond mutual funds) that you can select from. I would encourage you to find out more about your company's retirement plan and get a list of what your investment options are. Some of these funds will be more appropriate for you than others, so if you have questions about any of the funds that are inside your 401(k), you can ask a new question here, and we can probably help you understand your choices.