1: Get to hero.
2: Get a PK-kill
3: Join a cabal
4: Follow a god and find his shrine.

etc etc, as you progress, raise your goals. And as everyone has said, ask goodies for help.

Don't go about asking the Emperor of the Empire or the Chancellor of the eternal night, that's bound for failure. They might even trick you to see you dead. (I doubt most would if they suspect you're a newbie though.)

Myself, I managed to hero my second char ever. (Back then, the xp you lost didn't have a cap, so your XP-hole could have an infinite deep. I learned A LOT from that character.

Second char was an applicant all the way to lvl 44 and never managed to get inducted.

Third char... Got inducted and did fairly well, had a cabal member show me a lot of really neat things, and after this char, I really started to get the hang of PKing, killing almost as much as I died.
(I still ran low on con or con-died every char.)

I'd say after my 4th hero (I heroed all my chars after this almost) I had become a mediocre CFer, having a lot of fun, I think these first chars were really the most fun of them all. The better I've become and the more I've learned about CF, the more I need to challenge myself to have fun. Writing more and more complicated roles, creating class/race combinations that are odd or doesn't synergize too well.

All in all, enjoy these early years of "ignorance", because they truly are bliss.

Always shoot first and then call whatever you hit the target.