Neutral Assassin is a good choise for a first character. My first character was assassin and I recommend the class for newbies(and everyone else, it's a fun class to play). As for Heralds, joining them can be a good idea if it gives more depth to your character and you wouldn't feel so alone when caballed(and more importantly, it could help you not to delete). As a Herald, the Inn would feel more like home to return to from long travels and in which to plan new adventures and discuss them with your friends(Herald sometimes has a feeling of small family in it, which can be nice).

As for religions, not choosing to be religious as the beginning of your life is a good choise. However, I think that following the patron Imm of your sphere, Arvam(a Herald Imm), would probably be a suitable addition to your role that could give your character some further depth(I think it would fit your role well). Just something to think about when your character gets older.

As for PK, newbies tend to suck and pretty much always lose in PK against a competent opponent. So, first you should learn how to survive PK and explore the world. I won't say more about it, but rather refer you to my old post about surviving as newbie assassin:

http://forums.carrionfields.com/dc/dcboard.php?az=show_mesg&forum=5&topic_id=589&mesg_id=596&page=4