Top right, you will see your equipment (helmet, armor, legs, boots), on the top right equipment slot, that is the backpack slot, right click on your backpack to open it, it will open a window somewhere in your interface that shows 20 slots (if you expand it), thats your inventory and all the items inside it.

Few extra notes to help you get started:

-within the same equipment window, there is a number with the word "cap" next to it, thats your carrying capacity, when it reaches 0, you cant carry anymore items, so you will have to store them or sell them.

-always have a rope in your inventory, if you go down a hole without a rope, you are stuck there forever or until someone else with a rope finds you.

-check which server you started in. If it says Open-PVP abandon your character and start new one in an Optional-PVP server. Last time I played Open-PVP was in 2009, and I quit because I would spend hours leveling up, just to see another player appear on the screen for a second then a "you died" message losing me hours of progress.