I think that the most important thing here is for a new player to understand that the game is designed to teach you three things very early on.
1) The cities for some reason don't have maps signs or directions. This is explained by some as Role Playing. I understand this isn't a modern setting but very few towns that I know of require you to run around all over the place to find key areas. However maybe the merchants don't want to be bothered by custmers. If so Then I guess the whole thing makes sense.
2) you will die jumping from 10 feet in the air, then...
3) it will be very hard for you to find your way out of the death realm by yourself.
After about an hour into the game, you will have learned these and then you can learn the next most important thing. If something seems strange and not working right, look on the forums for known bugs. You will most likely find that your not doing something wrong, the game is.
Good luck.