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Well, if we are talking new players/starting the game in general...
Do not choose Dual Guns, Puppets, Ninja, Chain Blades as your first talent, as they are dual stat talents and require previous investment from other talents.
Do not start with battle alchemy. Just trust me on this one. Don't
The real beginner talents are warrior, archery, and magic, due to being straightforward to use, easy to learn, and with their respective main stat coming from their own skills. They also give stats allowing you to easily jump into other talents.
Life skills are really good, do them.
Your current level is meaningless until you have gained at least 10,000 or more total levels. Always rebirth.
No matter what certain people tell you, do not stay under total level 1000 for the sake of repeating the use of resets under the illusion of "getting stronger", as this causes you to miss out on a vastly important amount of AP you could have obtained from not doing so. You also get benefits after total 1000 such as free stats, rebirth potions, and other important items. I am sick of finding players that have been around a while and should be competent and strong, only to find out they spend half a year or more not rebirthing to be under total 1000.
The white and black dragons are meaningless until late game, ignore everything related to them.
No, I don't know why Divine Knights is given to people so early. It honestly might be one of the worst decisions in the game due to the sheer difficulty of the storyline compared to others, and that it confuses new players regarding the plot. Who knows, some might jump into it right away and think the game is unfair and quit because of it...
Your actual growth is not from levels, but stats. You get stats from skills. Train your skills.
Taming is a useless talent with zero benefit to being ranked.
When events are around, you are able to sell the prizes for gold. Don't shy away from doing this, as having some form of gold is immensely helpful early on.
Using weaker weapons is not a bad thing. You must always pay attention to repair costs.
Don't talk to Ferghus.
Don't look at Ferghus.
Do not skip generation quests, and do them in order. This is because they give vital skills, knowledge, AP, free gold and armor, and in some cases access to extremely helpful areas for training certain skills.
Do not be afraid of asking for help in game. Don't try to solo everything.
Join a guild. No seriously, do it. Especially on the lower population servers. Makes it far easier to get help and just meet people in general.
Every saturday night, a banquet takes place at Rath Royal Castle around 7pm PST/10pm EST. If you don't know the way there, ask someone to take you. If they refuse, they are too lazy to take 30 seconds of their time to carry you through a moon gate. Always be sure to go to the banquet as it gives experience for just being there. Enough to reach level 40, which is big for newer players.
Read the forums, stay informed, pay attention to things, and be a good little cinnamon roll.
Never believe the "game is dying" threads, as those have been around since the game's inception. Almost 10 years ago.