Welcome to GW!
As far as tutorials go, only Factions and Nightfall have proper tutorials that give you instructions on how to move, attack, use skills and all the rest of that kinda stuff. Prophecies doesn't give you a defined tutorial like that; instead it gives you a whole beginner area filled with very weak monsters to practice on and gives you regular hints and tips that show up on the right of your screen in a blue box. Though overall, the basic controls are very easy to pick up.
As a newcomer to the game, the professions that most people would recommend you start out with are the Warrior or Elementalist. These professions are both relatively straightforward to grasp and pretty much anyone can pick them up and learn to play with them quite easily. Another relatively straightforward profession to try out is the Monk, although if you want to play as a healing or protection Monk you will need to practice quite a bit (monking is easy in theory, but takes a bit of getting used to). If you want a real challenge, you might give the Mesmer a try, but be forewarned that the Mesmer profession is not straightforward at all and can be quite difficult to understand (even for more advanced players) - nevertheless, mesmersing the enemy can be quite fun.
When you create a new character and get presented with a choice of primary professions, read the little blurbs that show up at the bottom of the screen when you click each one. Choose a profession that you think you'll have fun playing, and you will always have a minimum of 4 character slots so you can experiment with each profession until you work out which one is right for you.
Also, as a newcomer: I suggest you visit the
Guild Wars Wiki and add it to your bookmarks. That site is an excellent resource to refer to if you're looking for extra info about the game; it has mission guides, armor arts, newbie guides, skill details, weapon specs... Pretty much everything you need to know.