You're going to have to figure most of it out yourself. Press F1 for some hints/help during gameplay, that should get you started. I would advice for your first playthrough to make yourself a good combat-oriented character, something that can get you through the first parts of the game with relative ease. That means a good Unarmed or Melee skill, Small Guns is very helpful and maybe Energy Weapons, Big Guns or some support skill like Sneak, Lockpick or Speech. If you decide you want to kill things from a distance, put more points into Perception. Agility is very important for a combat-oriented character, since it determines how many action points you can use in combat.
Try to keep going, it's okay to make mistakes and find yourself in a tight spot later. You'll only learn from them and you'll get the hang of it soon enough. If you have any more specific questions please ask, but the first playthrough is always the one where you have to throw yourself into the deep.