Where should I start?

If you are brand new to the world of Norrath then it is a very good idea to start with the tutorial. It will introduce you to the basics of the game. You will also get some starting equipment as you complete the quests, and though it isn't very good compared to what you will find outside, it will be sufficient to get you started. The charm you get from completing the tutorial quests is pretty decent and it will probably be a while before you have something better. There are also spell vendors in the tutorial where you can buy some more of your lower level spells as money permits.

Once you have completed the tutorial quests it is time to venture out of the caves and explore the real world. You will find yourself in your starting city area. Check your inventory and you should have a letter to deliver to your guildmaster. Near them you will also find some spell vendors and will be able to buy new spells as you increase in level.

Be sure to talk to the people with "Quests" in their title, as many of these will get you some decent rewards in equipment, experience and/or improvement in faction with one or more groups. (Note that sometimes you will lose faction with other opposing groups, however.) If you are in one of the old starting areas you won't see people with quest labels, and you will just need to talk to them until they ask you to do something for them. These old quests also do not use the task system, so you need to keep track of these yourself.

If you bring up the achievement widow (either from the EQ menu or by typing "/ach") you will notice a tab called "Hero's Journey." Completing the sets of these will get you aditional rewards which are pretty nice for the level it requires to complete them. It will also give you a good idea of who to see for more quests.

Eventually you should make your way to the Plane of Knowledge by clicking the portal book you will find in or adjacent to your starting zone. For Cresent Reach this will be in the next zone, Blightfire Moors.