From ThresholdRPG Wiki
The first place you should try your hand at adventuring is the Newbie academy. This will give you some basic information on how to interact with the game and some rudimentary combat experience.
After the Newbie Academy, you may seek out adventure in any of the level 1 areas listed on the Areas page.
It is also recommended that you review the Starting out page for some useful tips for survival!
You do not need to fear the effects of death or exploration as a newbie, although, some care should still be taken as you develop habits for adventuring in Threshold as, once you lose Glindal, getting lost and death can have deleterious effects. 😱