I started playing Guild Wars when Factions came out. Prophecies I bought later and I sympathise with the OP...Tyria, when I first started playing, it was cryptic as hell...I'd find myself playing with more experiences players and not understanding how they just knew where the bonuses were...or even just where to go...it was like one big maze.
My best pieces of advice I can offer are:
1. If you end up in another outpost that isn't a mission town after you complete a mission look around for someone with a primary quest for you.
2. If you're going to meet someone who isn't Mhenlo (this happens more in Elona than anywhere) always assume they're going to turn bad and you have to kill them. I'm currently trying to get Legendary Survivor on my Ranger and before I talked to anyone I would put a trap underneath them...just in case

3. Definitely worth reading up on Guildwiki about all the missions before you do them...that way you'll have at least some idea on where you're supposed to be going. This is particularly useful in the Desert where you have to make your own way to the three desert mission towns with no guidance, no pointer, no idea where to go...Guildwiki has plenty of maps showing where these places are.
4. Research where you can find Elite Skills (in Tyria, it's from the Desert onwards) so you know when to take a signet of capture with you.
5. Upgrade your armor as efficiently as possibly. You don't need to do it at every armor crafter...but when you get to Droknar's Forge that is the highest level armor you can get...so you should get the armor there. (Armor Level 70 is max for Rangers)
One thing to remember above all other...NOTHING in Tyria is obvious!