Hello imax and welcome to the forum
After you've created your character, you should "wake up" with a quest; simply click on "CHARACTER", then click on the "Active Quests" tab, and read; maybe you also have to click on "LOCATION", and then on the quest tab.
On the "MAP" you should also see a yellow square, this marks your next quest step. You can be attacked by zombies while you travel (random encounter), try to kill the zombie, but if the zed is to hard, try to run away.
If you "die" you should choose "wait for rescue"; there are so many players online so you'll be secured in no time.
If you have further question please don't hesitate to ask, but also make sure you search for other topics first.
EDIT:
{
I've just created a wiki article. It is a step by step "walkthrough" for the first quest. I also described some functions. I hope it'll help you.
Link: First Steps
}