You just installed 9Dragons, eager to get on with the fighting, casting and conquering the world. I will assume you already know which clan you intend to play, because that is enough for a whole different guide on its own. Up until Opening Chi 1 (Level 25 for those not familiar to the games level system) you are playing a Vagabond, the basic melee class in the game, with (at best) access to the Basic clan techniques, and the first "Smashing" skills. By Opening Chi 1, its time to do a quest, and pick your class. Until then, just familiarize yourself with the game. No decision aside from gender, looks and clan affiliation will matter past OC1. Stats, most skills and masteries will reset either way.
Did you join Shaolin or any other Clan yet?
If not then make sure to check the entire map to see if there are any quests (Press M) and check your quest log (Press Q). Do all quests if you have any. You need to join a clan before choosing a role at Oc1. I believe you can Join shaolin ( I'm assuming that;s the one you want to join ) as early as LS6.