For starters, I would recommend trying a few simple quests. The first one to do is obviously "Cook"s Assistant'. It's fairly easy to complete and won't take you too much time. You'll also learn the basic cartography (layout) of the Lumbridge area.
Having done a couple of quests, it's now time to actually learn some skills. Mining, Fishing, Crafting and Attack/Strength are the main topics covered, although more are coming up in the next chapter.
Mining is a fairly tedious skill to learn. Try to locate a mining site where tin and copper can be easily transported back and forth between the mining site and a bank. A good tip is to mine a substantial amount of ore in the East Varrok mines, then when you have a large amount, say 1K tin and copper bank it all and head off to Falador. There, the Banks to the West and East are both relatively close to the Furnace in the middle. Once again take the ores (you will need one tin and one copper to make one bronze bar) between the furnace and the bank smelting bars.
Once you've smelted all your bars, it's time to head off to Varrok once again. There, go to the West Bank and just south of there, you will find an anvil. Use your hammer to create weaponry or amour, always creating the highest one you can create. Then sell these for as much as possible either at the general shop or to other players.
Continue advancing through the levels of mining and smithing, and take as much as you can withstand mining and smelting iron ore. It may seem tedious with a smelting rate of 1 bar per 2 ores, but it is worth it, more worth it than smelting coal and iron into steel.
Note: For accurate selling pirces of items, use the Items Database on runehq.com.