Many new players ask "how do I play this game?" I often answer that they should first read the rules (even if they do not understand them right away). When the first turn comes, the new player should experiment with some of the moves that they are interested in.
One thing that new players should do is to check the times for information about the game being played. Often veteran players will write information that a smart player can use. For example a player may write in a recent issue of the times that "All travellers to the city of Sae-Wim will be executed." The smart player can then deduce that they can either contact the player who wrote the article, and attempt to arrange some sort of alliance, or else the player will now know that Sae-Wim is not the city to start from.
I have created a sample help guide, designed to assist new players to Atlantis. It has the first few turns of a fictional faction and can be found here
And finally there is a guide I have written for Intermediate level players.
You also might be interested in a new player guide created by the leader of Fuzzyman's Fighters... it is quite good and might help the new player. New Player Guide.
There is a help page designed for new players who want to specialise in Magic factions.