Before you can do anything, you must first create a new account.
Go to the Account->Create link.
Enter your information and select your Class, Race, and Gender.
Before you can battle monsters, you must first LevelUp.
Go to the Train->LevelUp link.
After you LevelUp to level 1, you will need to allot 8 loose statistic points.
Go to the Train->Stats link.
Try boosting Agility by 4 and Constitution by 4.
This will boost your Speed, Dodge, HP, and Guard.
Now you need to train some skills, like some form of weapon use.
Go to the Train->Skills link.
Try to use all of your Physical Training Points and Mental Training Points.
Check the Help->Stats link and the Help->Skills link for more information.
You will have to gain some levels before you have enough skill ranks to equip a weapon.
Start hunting in the Oasis Sewers (for levels 1 to 2).
Go to the Combat->Hunt link.
Flee until you find one rat to attack. Don't engage two or three rats.
Finally, if you die don't worry about it. It's bound to happen.
Luck is a large element of the game, and monsters can get off lucky hits early in combat.