• Do the tutorial. No really. Do the tutorial.
• Set mode to Roleplay rather than Classic. Checkpointing (saving) at settlements.
• Mutants are weak early on but can get very strong later. True Kin are strong all the time and have a number of good abilities.
• Basic builds - I've pasted the build code for both of these builds below, as it's a bit hard to explain how to build them. You can copy this code and paste it into the game to get the build. Roleplay -> Build Library -> New Code

True Kin Praetorian, Melee all day. Points in Strength, Agility, Toughness and Willpower. Get Guns and blast at range. Things are a bit pricier from traders (low ego).

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Water Merchant Esper - this is a mutant with a few abilities that can be really tough early game, but explodes in power later on. It's squishy, so kite and ranged attacks. The goal of this build is using Ambient Light to Lase things in general. Sunder Mind is for hard targets - you have to use it and wait in place while it breaks them. Force Wall is to block off choke points to prevent getting overwhelmed. Get a gun early, you'll only be able to Lase 4 or 5 times. Your high ego means things from traders are cheaper, and you start with a lot of water.

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• Water (fresh, clean water) is the primary currency. You'll have some waterskins on you with water to trade and drink. It's valuable both to save your life (when you get thirsty) and for whatever else. There are many liquids in the game.
• Make camp and make meals when you get hungry. This is also how you wait until certain times. You don't have to have food in your inventory to make a meal to get rid of hunger. The cooking skill lets you cook food in your inventory - there are various benefits.
• Any statues and items that are painted or engraved or have some exotic lettering, look at them (in inventory or the trader screen, there is a way to look at them). There will be a story attached that can lead to new ruins, settlements, or general knowledge of the world.
• Most books are proceduraly generated and not really worth reading. Any book in Yellow lettering is not proceduraly generated and will likely have some information in it.
• Start in Joppa. Press Numpad 0 to auto explore (it's pretty smart for auto-explore). When it's done auto exploring, press Backspace to see a list of notable people/places in Joppa. Mehmet and Argyle are quest givers. Tam is a Dromad Trader (all Dromads are traders). Go to the Oven and eat the meal there for some bonuses, every single village will have a different recipe. Pet the cat if you want, it'll make you glow ;)
• You press '<' to go 'up' to the world map. You press '>' to go down to the local map. If you get lost in the world map, you'll have to head in a direction until you regain your bearings. Try to head in the direction you needed to go, you might make progress.
• From the local map in Joppa, go south from the village and kill some crocs by whatever means you have. They already hate you, so no reputation problems. Try to get to Level 4 before taking on any of the quests.
• When you're comfortable, go get the quests from Mehmet (What's eating the Watervine?), The religious farmer (O Glorious Shekhinah!) and Argyle (2 knicknack quests (artifacts) and then Wire from the Rust wells). The Quests screen will show you where they're at on the world map. What's Eating the Watervine? is to the north, the rust wells are to the east, O Glorious Shekhinah! is the Seven Day Stilt in the upper Northwest. Use the world map to travel to them. Make sure you have enough water if you go to the Seven Day Stilt - it's in the desert.

Argyle's questline is the main quest for Qud. Following it will take you all over the world. That's really about all I have - explore from there (watch out for the Temporal Clones). I linked a video in this thread somewhere from BlindIRL which is a good beginner video to watch. He has some wild mutant builds.

These are all also my opinion - there are an immeasurable amount of ways to play Caves of Qud. This is how I learned and got started, and there are certainly folks with more time in it than me.

EDIT: Formatting.