Or a trip to Paul Mart.
The guys have it aright. There is no easy way to explain the game set, except that it is wide open. We all heartily recommend doing research on
uo.stratics.com and
uo.com and uostuff.com.
From your description, you started the walkthrough, but did not complete it.
Second, in game, you have to work your way up. expect to have difficulty staying alive. Equipment is a real pain unless you have someone to help you out.
Do you have the trial, or did you buy the game? This will really help, as we can get you to swoops to get gear. The really really cool stuff takes a long time to get.