First thing I did? I guess I loaded up the game and watched the first cutscene.....

Other than that, I suppose I just went straight into the quests. I joined the server I'm on because the server I wanted to join that had a couple of friends on it was full, so I went with a recommendation from a random person I met at the store on the same day I bought the game. Which meant that until that person got on a few hours later, I was completely solo in going at the game. I like having a sense of direction when I'm first starting a game, so I hit the quests......

Before that, I DID take part back in the PS3 beta back when it first came out, but as that was quite some time before I started playing the actual game, I only have vague memories of it beyond being excited that the full game would have the Arcanist class.....