Information is a bit skewed in regards to proper guides even now, after the Renewal patch was applied (it changed a lot of the game mechanics, monster locations, etc). The most reliable source for information would probably be the official Warp Portal forums:
http://forums.warpportal.com/index.php?/forum/4-ragnarok-community/
As for what you should start out as, based on my personal experiences, I would suggest either a Mage or Thief.
Mages get great range and don't require much in the ways of gear, and get access to the core elements to really dish out damage. It's a bit tough starting out since you run out of SP fast, but once you hit around the 30's or 40's you will barely ever have to rest to recover your SP. A mage that makes good use of their environment and utility spells, such as Firewall, will practically never be hit.
Thieves are melee characters that use daggers and, to be expected, are quick. They get skills such as Double Attack, which lets you hit twice 50% of the time with daggers when the skill is maxed, and Increase Dodge, which significantly helps your Flee stat on top of your Agility stat and level bonuses. At best, any character in Ragnarok can achieve a 95% dodge rate. They get respectable HP and decent armor. You'll deal lots of damage, quickly too, and rest less often than, say, a Swordsman.
Both of those classes are fairly self-sufficient and rather newbie friendly. Regardless of what your choice is, I wish you luck with RO.