When you first enter the server you will enter a room where you choose your starting race. At this point, unless you've played on the server previously you should right-click the Tutorial NPC to take their quest. The room has several hallways at the end of which is an NPC who are the leaders of the respective races, you can also right-click the [Info] signs for a short description of each race.
After you've made your choice you will be transported out of the initial spawn, follow the rest of the instructions you are given and you should end up in your race's starting town and receive your race's starting items. At this point you may choose to familiarize yourself with your race's town or proceed straight to the Longbirch capital of New Karth by using /warp newkarth.
Once you have made it to New Karth you will receive an update from the Tutorial quest (if you started it) and it will direct you towards several places of interest in the capital, you can use the map at the bottom of this article as a guide in tandem with the Dynamic Map.
The Guild of Vocation is where you can find information about your first class as well as a warp to get you there. Make sure you have £15 to pay the training fee - you can check your funds by using /money. Bear in mind you can complete any and all of the class quests, after which you can quickly swap between them by using /hero choose <class name>. Your level in each class and the attributes you picked for each one is saved, so you don't have to worry about your progress being reset when you swap class.
Once you have a class you are free to explore New Karth and complete the Tutorial quest, after which you might want to take on a quest at the Hall of Questing or simply get out into the world by using the /wilderness warp.