Advice for beginners

Advice

Get familiar with the FO2238Config.exe and the FOConfig.exe. Both of these configuration tools are integral parts of the game, and control how you play it.
Understand that 2238 is significantly different from the original Fallout games in terms of mechanics. Old builds, perks, weapons, quests and NPCs will not behave similarly and are balanced for a multiplayer platform. Choosing to roll a melee/gambling build may not be in your best interest, and don't expect to be able to obtain power armor.

When you exit the game, your character will still be on its position for another 3 minutes, before it logs out completely and disappears from the map. In that time, you can be killed or robbed, so think of where you logout. Most players chose to logout while standing still on the worldmap.
Once you're in the game, you may want to know some useful shortcuts. F1 will show them.

Q shows the range of your sight.

W shows the range of your equipped weapon.

A changes to attack mode.

B switches between your two hand slots.

G picks up items from the ground.

P opens your Pipboy.

F opens your Fixboy.

F6 displays names above players' heads. It should be on by default.

Beware when you're in towns without guards (Most Northern towns). Players and gangs there will kill you without hesitation. You should try to do some quests to gain your first levels.
Guards punish assault with deadly force, but ignore theft. Keep your most valuable items in your hands where they cannot be stolen. (Note that some towns, like Junktown, outlaw open carrying of weapons, so keep your weapon in your second hand slot or inside of your inventory)
Be careful with drugs. Incorporating drugs into your build can be very useful, but some drugs require extra caution and information to use properly. For example, the chem Jet is instantly and permanently addictive. Check their wiki page to learn more about them.
Pay attention to your reputation. Attacking or stealing in a guarded town may make town NPCs hate you. Killing slavers will make you hated in Den, killing Rangers will make you hated in NCR, and so on. Of course, animals are usually reputation-free so you can kill them guilt-free with no change to your reputation.
When communicating in-game you may encounter abbreviations. Check their wiki page to learn more about them.

In the beginning, trust nobody. Seriously, newbie-abuse is very popular.
Shovel shit for experience and caps. Several towns contain a brahmin pen (Klamath, Modoc, Vault City, Redding, NCR...). Talk to the pen keeper, grab his shovel and you're ready to clean the pen of all the shit there is! Talk to the pen keeper again when you're done, you'll be rewarded for your work. You can easily reach your first level this way.

Random encounters are deadly at the start of the game. Even rats can kill you if you don't run fast enough, but as soon as you've grabbed a decent weapon, you'll be able to slay 'em all!
Once you have obtained your first weapon, avoid NPC encounters and look for animals. NPCs are tough for a new player to kill since they're armed, and don't provide as much xp as monsters. Spore plants, rats, little geckos, small radscorpions, brahmin, molerats, pigrats, ants, and mantis are good to begin with. Dogs are tough and fast, so beware. The FOnline Encounter Finder, made by Opera, can be useful to help find encounters.
In the wasteland you may find resources in certain locations. These raw resources can be processed into usable items and equipment.
Craft your own equipment. You start the game with no equipment, but you can collect resources and craft your own. Everyone can craft basic weapons and ammunition.

Obtaining a tent, by whatever means, should be your first priority. The wasteland is harsh, but having a tent makes it survivable. There are two ways to obtain one:

Once you hit level 2, you should be able to do the quest A Tent in the Wasteland. If you are level 2 and cannot see the new encounter on your worldmap, relog.
If for some reason you choose not to do the quest, you can always craft your own Folded Tent. The raw materials you require are brahmin hide, fiber, and wood. You may find some of these resources sold by some traders, but the best way to obtain them is by harvesting them yourself.

Before you have a tent you can hide your stuff in town. Choose a town with very few people and hide your stuff well, it should be moderately safe if you don't leave it there too long.
Once you have a tent you can begin hunting for equipment. Look for NPC encounters commonly known as "versus encounters", in which two factions fight and the victorious one is often the non-aggressive one, for example Vault City Patrol versus Raiders around Vault City. The town patrols almost always win, and once they have looted a few (sometimes all) corpses, you can loot the rest and grab an armor, a pistol, or stuff like that.
Accumulate caps. After your tent is built, begin saving up your caps. Caps are the currency of the wasteland.

Do not spend caps at merchants. If you want to an item from a trader, instead find out what that trader will buy and barter those items. Caps are best saved for buying vehicles, bases, learning professions, and trading with other players.
A note on the Economy. Most of the caps in circulation are already in the hands of other players. To get around this check back at the shops every few hours, because the storekeepers' supply of caps is periodically refreshed. If you get lucky you can find individual traders who haven't been relieved of their wealth yet, and some of them carry upwards of 10,000 caps!