Welcome!
To answer your questions without spoiling too much:
1. Pretty much everything you pick up in the game can be used later for crafting other items (once you open up the option...the game itself will prompt you when you get there, so you'll know it). For now, I would suggest storing those items in Vault 111 (you can toss them on the ground just inside the vault or put them in a locker that is near the exit -- don't go too far inside with them, because it'll be a pain to get them out). I suggest putting them here, instead of elsewhere, because items have a tendency to disappear if you put them in containers around the Commonwealth that are not in a secure location. No one goes to Vault 111 but you once you're out, so it's as safe a place as any to stash your hoard of goodies until you're ready to use them. If I'd done this at the beginning, instead of selling the stuff, I'd have been in a better position to craft and building settlements later (especially since goodies respawn after you swipe them from most locations, so you can go back constantly and take them again and again).
2. As a first-time player, you'll probably want to have a jack-of-all-trades kind of character, so you can get the most experience out of the game that you can. I have found that opening the main Stats (Strength, Perception, Charisma, Intelligence, Endurance, Agility, Luck) up first (at least to 5 stars each) helped me immensely to later go in an be able to put my points into perks as I wanted to. I would highly recommend to open these up quickly from the start:
Charisma-Local Leader
Charisma-Black Widow or Lady Killer
Perception-Locksmith
Perception-Sniper or Perception-Rifleman
Strength-Strong Back
Strength-Blacksmith
Endurance-Rad Resistance
Intelligence-Medic
Intelligence-Hacker
Intelligence-Science
Agility-Sneak
Luck-Scrounger
That will give you a wide enough spread of skills to be able to get a good feel for how to survive in the wasteland. Also, collect Bobby Pins and Stimpaks and Rad-Away at first. Don't sell these. Use them until you're high enough skill level and you feel confident enough with your abilities to let some of these go for caps to a local vendor.
Two types of weapon skills is always a good thing to know, especially as you're a first time player. If you were more advanced, I'd say specialize, but until you get a feel for how your delve out damage against different kinds of foes, it's not a bad idea to spread out the knowledge across different weapon types. I found it was easiest (and best for preventing damage to myself) to learn Sniper really well at first (when your Sneak is high, you can do 2-8x more damage with a Sniper...I had one-hit kill shots by level 40 that way). However, I also worked up my Combat Shotgun. By level 50, I went for Plasma Rifle. Along the way, I learned how to accurately throw grenades of all sorts, because they supplement your damage early on when you svck with handguns.
3. See #2 above.
4. Fusion Cores are rare at the start of the game. They are generally plugged into running machinery around the Commonwealth (you can hear them running if you listen...then, find them and hit A button when you do, and you'll automatically pull them out of the machine and store them in your inventory). Later, you'll find vendors roaming the wasteland roads or at settlements/Diamond City Market who will sell them to you. Hoard them when you can. The idea is not to rely too heavily on the power armor at first (find a place to store it for a few levels while you run around and learn the damage/fight and armor crafting dynamics of the game better). *JUST REMEMBER to pull out (transfer) the fusion core from a power armor you climb out of to your inventory. If you leave the power core in there, random settlers or companions will come along and steal it. That's annoying as hell. Get into the habit of simply transferring the core to your inventory when you climb out.
5. Luck-Scrounger perk is fabulous for that, and was one of the first I opened up for this reason. You can find more ammo in crates everywhere once you get this up. That extra ammo also comes off of Raiders, Gunner, Super Mutants once you start killing them. Also, you can strip dead settlers and caravan people for whatever they've got on them if you find them dead. Be sure to check every desk, filing cabinet, locker, bureau, and storage container in buildings for random caps lying around. It's time consuming, but sometimes, you can find random stashes inside broken ovens, under beds, or hiding behind those containers.
6. Again, until your first settlement opens up, you'll have to find someplace safe where random Raiders and others can't happen across it and steal it (SPOILER - Preston Garvey is the trigger for the opening of settlements). Vault 111 is perfect for this, as no one ever goes there.
Other ideas you might want to try:
1. Save before you try hacking a computer, so in case you get locked out, you can reload the game and try until you get it right. A little cheat, but it works to keep the frustration levels down for 1st time players.
2. You can get free Purified Waters from Cogsworth (a character who becomes your companion early on in the game when you tap him to talk to him). Use these to sell to vendors because they net you a lot of caps upfront. You can use those caps to then buy fusion cores & other types of ammo you need for your specific guns.
3. Collecting every type of ammo is great because it weighs nothing in your inventory & you can sell the unwanted/excess ammo for a good profit, and use that money to buy supplies you need from vendors (like fusion cores and other types of ammo for the guns you do use).
4. Making chems like Jet, Psycho, Buffout, etc. once the ability to use a Chem Station opens up for you is an easy method for building a mound of caps. They sell well and net you a tidy profit.
5. Don't sell those magazines you collect (Grognak, Massachusetts Surgical, Hot Rodder, etc.). The stat enhancer opens up the second you pick them up (you get the +1 in a stat for them), and you can sell them then, but I found late in the game that settlers at your settlements that you build like to read them & this is an easy method for raising their happiness factor with you (you can build a magazine rack and put these magazines in it, and the settlers supposedly read them). Once you sell these magazines to a vendor, you never see them again. You have to weigh if the caps now is worth the settlement happiness factor later. They weigh nothing, so you can store them in your inventory forever, if you want.
6. Subway tokens and Folders and Napkins serve no use except to net you caps. Sell them.
7. Overdue Books - hold onto these until you find a Book Return machine. There are tons of overdue books all over the place (and they respawn), so you can exchange them at the Book Return machine to get caps or other items (like ammo, and in one case - at the Boston library - you can get a Mass. Surgical magazine). The book return tokens you get don't weigh anything.
8. Occasionally, you'll find these rare robot models just hanging around (they go into the MISC menu, same as quest items). Pick them up and add them to your settlements (once you build them) to make settlers happy. Selling them nets not enough caps, but the happiness factor they wring from settlers is high.
9. Any items you store at a location's workbench are shared among all the other crafting stations in the same area. That includes power armor crafting stations (the yellow cage-like structures you see occasionally).
10. Check your radio once in a while to see if there are any broadcasts you can home in on. Sometimes, these are interesting quests that can net you good XP.
11. Once you start building settlements, come back to these forums and read-up on the advise people here give on building a good, solid settlement. There are tips and tricks I wish I'd known when I'd started building (I'd had to go back and scrap entire settlements and start over because I hadn't made mine well enough to get over a 50-60% happiness factor).
Good luck!!!