Phase I: Explore.
Learn the big picture layout. Learn where people rank at different levels. Learn the shortcuts and pitfalls in/out of various areas. Wander around looking at everything in detail--this is easiest if you approach each area like a short story and read through it. Take note of puzzles/preps as you go, and identify all the gear you can get your hands on. Ask questions about where to find things or how to get into places. Note the mobs with (illusionary) items because these are usually useful in some way. Logging will help tons with this.
My recommendation: gnome nexus shifter defense/offense (possibly the easiest to zip up the ranks for focusing on exploring and less need for RP) or go arial battle-defender (or felar nexus) warrior spear/staff-spec, arial thief-defender with gentlewalk and advanced lockpick (if you're okay with waiting for groups to rank because it could go slow), maybe orderly good fortress halflie conjurer (never done this one myself--maybe more complex and not as newbie friendly), or ranger and focus on exploring wilderness areas first. If you go warrior, make sure you practice up your most base skills (like parry/dodge/weapons before you rank past the early-mid ranks). Make note of the areas you go to gain rank along the way, as you'll get dragged all over the place. As for PK, make sure you log your fights and go back to see what you did wrong/right and also note the tactics of your enemy. Accept the fact you're just learning and will get your butt kicked.
Phase II: Hunt/RP
Now you know the areas better. You probably con-died the first character, died a lot doing stupid stuff. And got PKed all over the place thinking it's because they had more/better preps or gear. However, in reality you probably died mostly because you made bad decisions in panic, got disoriented, didn't understand the tactics of another class, and/or had terrible situational awareness of risk-- or bad timing (ie. you lagged yourself by entering too many commands). Now try a different class than your first char, more of a combat build to learn PK skills/tactics and begin focusing on the sequence/timing of commands during a fight. Go low-exp assassin, halfie air/offense shifter, ranger, orc, or possibly chaotic good or nexus thug/scrolls thief. Don't attempt non-shifter mage classes yet, and log everything. Expect to die a lot but also log some kills. Again, very important-- go back and read your logs of each fight. Studying the logs on the boards will also help.
Phase III. Expand your knowledge; have more fun.
Now you've learned the rhythym of melee combat. You know the lay of the land. Now expand out and try other classes that seemed toughest to beat or most fun to you. Plan/customize the synergy of the build around your goals. And try to build a more complex role. Go with any of the magi--invoker for advanced explorations, transmuter for some interesting PK potential (though probably not A-P or necro until you play a few more characters through hero). Go for more difficult cabals like outlander or scarab, consider any empowerment classes. Learn more intricate strategies and secrets, hunt down wands. Try to become a cabal leader if you're so inclined. Get a tattoo. Craft a good role and try to win a role contest. Then go back to the basics and work on all the various classes and slowly learn the more challenging area explores, some of which have never fully been discovered.