Starting a new game you pick a background, some skills and traits.
While every option is fairly playable, there are "better options" for a first playthrough.

Background is a preset for your character that will give corresponding start equipment and faster skill advancement.
It is safe to pick it according to your play style, but if you are not sure - the best option is traveller which gives you small bonuses for everything.

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Skills are directions your character may develop in. Advancement allows you to get passive and active perks/abilities.
For the first playthrough it is better to pick Medicine as it gives you a way to make splints and antidotes.
Others can be picked according to play style.

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Traits are a small passive bonuses. Pick it according to your play style. The universal options are inventory size, dodge and accuracy - pick those if you have no preferences.

On initial appearance, your character has its skills, but the perks it gives are not defined yet.
To pick it press corresponding button on left-bottom corner of the screen:

Masteries represent advancement with weapons you use, you'll have some start points there to allocate.

Skills represent your advancement in disciplines, here you'll need to allocate points for ones you've picked previously. For medicine pick antidote and splint production.

At game start you'll encounter four basic damage types:

Direct damage to HP - here you need to restore it. The main way in game is eating. Button [F]eed on keyboard or you can find something edible in your Inventory.

Bleed damages you over time and will pass by itself at some point, but you won't wait for it to eat your HP. Use bandages to remove all bleeding. Bandages can be found, bought or produced from cloth if you have medicine skill.

Poison is similar to bleed but it needs antidote instead of bandage. Antidotes also can be found, bought or produced. Production needs a medicine skill and antidote production perk in it.

Crippling Is a wound that restricts your movements. It is healed with splints. Here you might have some problems since it is extremely rare to find and there are no medical store in the first town.
This is why medicine was suggested earlier - you can pick splint production perk and make a splint of two branches.

There are quests in towns, some are randomly generated (of predefined pool), some are unique.
To see if there are any quests in town you can check a board at main square.

How to accept a quest?
You can not pick quest from the board, to accept it you need to find corresponding NPC and tell it you are searching for work.

How to find an NPC that gives a quest?
All NPCs are named by a template and are located by the type.
e.g. Tommy the Adventurer will be somewhere in the tavern, Albert the Baker will be at bakery, citizens will be walking around the town.

Is it ok to pick all quests instantly?
In general you do not want to accept a quest before you know you can do it in time.
So, it is ok to pick all quests that have no time limit, others are to be picked only when you know what to do.

A goblin researcher asks to find X and it is nowhere to find
Sometimes you'll see quests from goblin researcher to find "Do Da Dee" or something like this - those are potions. You can find it inside goblin camps on alchemy shelves. But generally potions will be unidentified until you find a recipe or get a corresponding skill. So, to identify it you need to travel to a town with alchemy shop to ask an alchemist for identification.

I believe this information is enough to start a game without confusion.
However you can suggest your additions in the comments.