I'm real new to CF and am currently playing my 3rd character. I got my character ranked to hero and have been inducted into a cabal. I know my noobiness has to be glaringly apparant to my cabal buddies, but fortunately they take it in stride and are a really great asset in helping me learn the game, areas, how to use my skills, and everything. My first two characters were fun too, but not nearly as much fun as my current one and I have to say that it's entirely because of the cabal-mates I have, they are great!

So since you are already somewhat familiar with the game, I would suggest that you don't hesitate to try for a cabal or religion if that's something you think would be fun.