Will add some more later.
Walk around, explore, try fighting and fishing. Harvest farms and use the ingredients to cook meals which can be eaten to restore HP or can be sold for gold pieces. You need a cooking pot or an autopot to make food (autopot makes many meals at once) You can sell meals to the restaurant and can sell fish and ingredients to the grocer. See what you can sell at the hardware store too.
Practice fighting on the dummies at the training academy. Beware though, if you die you will drop all items that are in your inventory, except for your weapon and armour and any items that are in your quick slots- these are 6 slots you can place things in, such as your fishing rod or cooking pot, so that you can use them with one click rather than accessing your inventory each time.
Once you go past the Protective Barrier you can't go back, so before moving to the 'real' world make sure you did everything you can do at the beginners area. When you go through the barrier everything you are carrying will go straight into your lockbox at the Inn in sweet Chestnut for safe keeping until you need it.
Be careful, once you pass through the barrier you can get attacked everywhere except inside buildings that display the peace sign.
Items you don't want to lose you should store at your house or at an Inn, where they are safe.
And then there is the World-Eating Monster too...