First off, the game is an alpha tech demo, so it is incredibly buggy and every once in a while there is a big update. Try not to give the devs, mods or gm\'s a difficult time as they work incredibly hard on the game for no pay.
Right, that said...
The game is best with a lot of roleplaying, but also you can grow and develop by learning several skills. I would recommend first to go to the sewers and kill rats (you can do this without a weapon), loot them, then sell the hides and eyes to Harnquist. Also, spend time making friends in Kada-El\'s tavern or out in the plaza. Explore a lot, the world is fairly large and there are many neat little places to go to.
Later on, you can buy weapons from Harnquist or in Ojaveda (the other city) or train and use magic. Consult the player guide accessable through the main site.
Finally, you can join a guild that represents your character, but make sure you look in deatail about the guild before joining.
Hope you enjoy your time here...
Xirius