Talk to people :} Every character starts in a town with other people. If you need directions, ask someone - or if no one is around, explore. If you are lost in the wilderness with really no clue as to what to do, use the /die command - it'll take you to the Death Realm (which requires finding its own exit, but it's a small area) and then you will respawn back in the town you started in.
In the future characters will make their own maps that they can share with others - whether give away or sell. All wilderness maps have roads, however - find one and stick to it, and you should be okay.
