the thing that will help you out the most at the beginning is choose how you like to fight in games and choose that as your initial vocation...because you'll get a chance to change later
but at first you have no skills, so it's easiest to avoid dying by using a play style your comfortable with...if you like to get up close then use fighter...if you like stay back then use mage or strider....strider is kind of a combo...it's the one I went with, because it's more versatile.
also know that you're going to get your ass kicked a few times...it just happens...i wasn't prepared for that when I first got the game and I almost got rid of it...I was getting destroyed because I was wandering way off at a low level...once I figured out things though I was more prepared and able to wander more...just stick to the paths until you get a few levels under your belt
and beware of night (unless you decide to do like me and eventually become an assassin
)