Although I'm pretty sure you've got all you need at this point:
Avoid travelling by night, and always have a lantern if you do.
Have with you a healing mage pawn, and buffs are nice too. It's a nuisance healing on your own even if you are a mage. If you can be bothered, look up the inclinations and what they mean behaviour-wise (ie: Don't get a Guardian).
Don't go too far. A lot of what I did early on was, admittedly, taking on monsters too strong by half for me and spending an hour killing them, but it isn't necessary. Stick to what you know. Even the bandits at the top of the hill near the starting village are hard enough when starting out. Areas are easy or hard without indication, all it takes is to stray from the path and you've got a Chimera instead of goblins.
Look up quest progression. Just the names, for no spoilers. I say this because sidequests frequently become blocked as you progress through the main questline, so make sure you've completed what you have to. The main quest is generally a good way to keep things around your level, but you don't want to miss out either.
As far as classes are concerned, they all work. I went for the longbow first, and it served me well. The only real carry-over you have to worry about is attack and magic attack. None of the other stats matter between classes. My advice is to try and stay either physical or magic, but for the main game anything will do. When you get to the real final boss, the online version, you may want to make a new character and level only attack or magic attack as an assassin or sorceror, but for regular use, chop and change as you see fit. For what it's worth I found Strider really good, especially the volley attacks and especially when buffed with flame (fairly common buff among pawns).
Look up the Golden Idol quest. You'll miss the Golden Idol if you don't, honestly, and it locks you out of some nice gear. Also, make copies of things that you think appropriate, especially Salomet's Ring.
You may want to try your luck at looting the Armory in Gran Soren. Or you may not. My advice is don't be greedy, make it two trips.
If fighting a Chimera, kill the snake first, then the goat. Do not just try to kill it all at once. You grab on and you hack away until you get some decent power.