Okay, since you are a beginner, start with the Barbarian. He's strong, can take a lot of damage, and is great to use to learn the basics.
At the very start (Mission one) Grab absolutely all items you find (except potions) and sell them. If you get crystals, sell all of them except one, ALWAYS keep one left. If you get an unidentified item (or what it's named), right-click on an identity scroll and left-click on the UD item. If you get a ring/amulet, identify it and use it.
If you use close-combat weapons, use almost all your points at strenght and vitality, you'll need it. If long-range, take 50% of the point you use on strenght and use on dexterity. Vitality is extremely important at the start and end of the game. Maces are probably the smartest weapons to use during act 1 and 2.
Think carefully through what skills you choose. You get just one chance with all the skill-points through the game. You will find a skill-point refunder later in the game, but do not use it until it's absolutely necesarry. It is probably already said, but resistance is also necesarry. With no resistance, you WILL get killed horribly fast against the final boss in each act.
(Here is a hint, Poison resistance at the end of act 1, Cold resistance at the end of act 2, lightning resistance at the end of act 3, and poison and fire resistance during the whole act 4.)
A hired partner is your best friend. Why? Because the enemies attack him and you at the same time, making it easier to kill them. Bear in mind, your assistant doesn't become good before act 3.
(Hint, If you are a Skeleton-summoning necromancer, do NOT choose the cold-wielding assistant in act 3. He will crush all your corpses making summoning almost unusable.)
And last, all final bosses in each act have an area-effect attack. The final boss in act 2 is maybe the hardest in the game because of his attack. (Diablo is also extremely annoying.)
This is all i can think of at the moment.