and now for some actual useful advice, experiment with a the different "classes" while you are in the tutorial portion of the game see which appeals to you most (combat, stealth, magic) also don't skimp on time when making your character, they can actually be made to look good it just takes a little time and effort.
then when you've done that and you come out of the sewers, try killing the bandits in the ruins across the water, they are relatively easy to kill, offer some nice loot and the dungeon is pretty cool.
general advice on the game, don't try lugging everything out of the dungeons, it will take you forever it's generally most profitable to just take the boots of the armor they are wearing (best price to weight ratio) the feather spell is also your friend in this it allows you to loot more than you'd normally be able to loot.
also it deserves special mention read your journal carefully and listen to what questgivers/npc's have to say, you get a lot of information in the game and you can miss a ton of it if you are not careful, also read the descriptions of your stats and skills, it very basically tells you exactly what it does or relate to, this may seem like trivial advice but the amount of people who get confused by the game simply because they refuse to read is astounding.