You should probably have listened to the NPCs in the Tutorial map. They would have explained it already a bit (especially if you chose to play on the RP server).
As Wavan already mentioned: This game is a stage; find a role to play. Make yourself a character with a background story and try to play it credibly (fitting in medieval-like settings, avoiding "out of character" talk about your real life situation as much as possible). Start your character as average person (we don't need everyone being hero or villain). Meet people and listen.
Apart from that, you have many ways available to develop your character regarding attributes. You may learn fighting, crafting or spellcasting. You may also try to help NPCs in quests. With the right selection of quest lines you can gain access to restricted areas (like the Winch quarter in Hydlaa) and mounts to ride.
