A couple good resources for all things Guild Wars are the wikis. The official wiki is newer and run by Arena Net, however, I prefer the unofficial wiki that has been around since 2005:
Guild Wiki
Guild Wars Wiki
As for what to do, follow the main storyline as best you can and avoid getting runs from other players. Do the main quests and missions, and as many side-quests as you can along the way. I'd stray away from Eye of the North until you have beaten Prophecies. As part of the storyline you will get a limited exposure to how PvP works, and in general you'll want to run through a couple characters before getting into competitive PvP. Most of PvP is knowing what all of the classes are capable of, recognizing certain class combinations as being likely to use a certain build, and remembering the effects of a few hundred skills.