You will begin in the starting town of your selected race, the first thing you should do is open your inventory (I) and equip your starting gear, you can do this by simply right clicking each item, you can check to see if it has been equipped on your character window (C).
You will need to find an NPC that wants to offer you a quest, this is clearly marked by a glowing scroll above their head. You must right click the quest NPC to open a dialogue box, from here you can select the quest you want and accept it. Once this is done, you can check the status of your quest(s) by using the short cut key (L).