Every time you create a new character, your character has to go through the tutorial of the game.
The introductory part of the tutorial takes place at the docks of the Old World. Here you will be asked to select your gender, your appearance, and your name. You can interact with the NPCs in the area by right-clicking on them.
When you have chosen a name, you will be allowed to board the ship that will take you to the New World (main part of the tutorial at the Natives' Village). Here you will learn how to acquire your first Skills, how to Craft items and how to Build structures.
The final part of the tutorial will allow you to set your Homestead. This is a special location that allows you to teleport to the center of Providence, where you can find NPC shops, meet people and make friends. The local guide will propose five locations to you. You can pick any of the first four or you will have to accept the last one. At this point, you character is registered in the game and you can log out without losing your progress.
Please read the New Player Survival Guide for some tips about what to do next!