Welcome!
Check out the newbie guide on the wiki. You will also find great guides, and helpful information. Look through the many class descriptions to determine which you may enjoy most. Some classes are indeed tougher to start with than others, but if you are enjoying yourself that doesn't matter. Link ->
http://wiki.project1999.com
Leveling is a long process, and the game will not hold your hand. Players are very helpful, and there are often plenty of leveling groups. Follow maps on the wiki to find your way to East Commonlands at some point. This is the trading hub, as well as an early leveling zone. Many helpful players for buffs, and freebies.
When I was starting out I would often study the wiki during downtime. It was very enjoyable for me, and was a tool that allowed me to get ahead with a lot less confusion/frustration!