A good build for a first time player is to stay a fighter (you start as one), but have high wisdom (16+), a reasonably high intelligence and a high CON. Dump stats are CHA and DEX. It will make the game's somewhat clunky combat easier to manage (you just wade in and smack things and regen health with high enough CON), your high wisdom will give lots of bonus xp, and your high intelligence and wisdom will open up most of the dialogue options and quests.
It's not a "power build" per se, simply a build that minimizes the clunkiness of combat while still lettting you experience most of the dialogue-based parts of the game. For more confident players, a mage with high wisdom and INT is very powerful at higher levels, and has the best potential for truly finding and experiencing everything the game has to offer. In general, the "mental stats", WIS, INT and, to a lesser extent, CHA determine how much of the game you "unlock" when you play it.
Also, don't ever ever lose the bronze sphere. You have to part with it at one point, but make sure you get it back. That's all I'll say not to spoil it, but it's an important plot item that you can lose, and it can potentially ruin the game if it's lost.