Well there's lots of stuff, i'll try to get as much as possible (i almost just started so i know most problems, but its also possible that i missed some guides to describe my problems, but if i missed them, so may others 
)
Where to buy spell books? I didn't know at first, and i always wanted to be a mage (I think it would be better if everyone started with nights sight and had to do a easy quest to get magic missile, like the "Skelwyn's Gift" 
)
Also, a very important thing. I think you, hopefully not on purpose, tricks all the starters by not telling them about the skill cap. i learned about it by a friend that started a multichar and was stuck with very spreaded skills. He quitted because he would not pay, and he felt tricked. Now I try to keep me in borders of only some skills, and thereby still be able to be good without having to pay... 
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I also tried to start a crafter, without much succes... where do i get a pickaxe, and where is there a mine??? where do i get a hatchet and saw for woodworking??? and scribery is impossible without a lot of money, but how should I know that?
And a thief is hard too. I couldn't figure why i couldn't steal that gold piece i saw the mouse had by snooping.
A thing that is greatly needed is a place where you can easily see at what skill you get a title, like beside the skills under the picture (where the description should be, but i haven't found any :?)
probably coming more when i remember it, but here is something to work with
edit:
a big problem in the start is money... i usually threw my rodent furs away, because i thought they had no use. the "Sacrifices may only be performed on holy ground" quote when i right clicked them didn't help much. it would be good if you were told that snake skins and rodent furs could be sold to Lorelei, at a decent price even.
Kartiana
Haste is Waste
