it's a notation problem.
when the mathworld article says:
G1 = {(1234), (2134), (1243), (2143)}, they are not using cycle notation but rather image notation, so (1234) is the identity mapping on {1,2,3,4}.
in cycle notation, this group is: {e, (1 2), (3 4), (1 2)(3 4)}
this is NOT a rotation group, rather it is isomorphic to the klein 4-group (and thus a reflection group).
it should be clear that we have just two orbits: {1,2} and {3,4}.
a rotation group would be: {e, (1 2 3 4), (1 3)(2 4), (1 4 3 2)}. this group is transitive on the set {1,2,3,4}, and has just one orbit. it should be clear that this is the same (up to isomorphism) action we get by letting Z4 act on itself by left-multiplication:
0.x is the map x→0+x, which is clearly the identity map on {0,1,2,3}
1.x is the map x→1+x (mod 4), which is the 4-cycle (1 2 3 4) (using "4" instead of "0").
clearly k.x is the map x→k+x, which is the map x→1+x composed with itself k times.
a more interesting kind of orbit is given by the orbits of the action g.x = gxg-1, or conjugation. these orbits are called conjugacy classes.
for example, for the quaternion group Q8 = {1,-1,i,-i,j,-j,k,-k}, we have the orbits: {1}, {-1}, {i,-i}, {j,-j}, {k,-k}. the corresponding subgroup of S8, that this action on Q8 represents is:
{e, (3 4)(5 6), (5 6)(7 8), (3 4)(7 8)}, which is also isomorphic to the klein 4-group, which is another way of showing that:
Q8/Z(Q8) ≅ Z2 x Z2,
because the kernel of this action is the center of Q8.