To get started you will want to earn some money. Once a day you can go to *Things To Do* and Dig for Treasure. You will also want to save your first $1000 and spend it on the Lucky Dip. Once you have a few dollars go to the bank vault and open an account. This will allow you to gain interest on the money you have earned; as well as protect your booty from other pirates. Unless you deposit your money other pirates will be able to steal it from you so watch out!
Once you have a little money in your pocket you will want to equip your gear. You can do this by going into your Inventory and clicking equip on each item. The stats on them aren't great so you will want to upgrade as soon as possible. Go talk to the shop keep at Merlin's Cave and at Lowman's Deals. They will be able to help give your shirt and club a little something extra at a reasonable price.
Now that you have some ok items you will want to start leveling up. You need to be a level 5 to talk in the tavern and post replies in the forums. So commit some crimes and attack some other players in the Loading Docks to get your level up. Once you can post, utilize the tavern and the forum to get help from players who know the game. Be sure to read through the forums before posting a question. Often, you will find the answer is already there.