Yeah, the marketing of this game has really suffered the last couple of years. Last box that was put on store shelves was 2 years ago, but they have mentioned when they release the next expansion later this year that there will be a new box, so hopefully more people will join.
As far as what you can do....that is really up to you. Just remember as a new player, you only have 700 skill points to work with, so plan your template. Some skills can only be taken to 100 points and other can be increased to 120 by eating a powerscroll. I guess the first step would be to ask yourself is what do I like doing? Is it hunting, PVP, crafting, or roleplaying and then set your template to what you want to do.
If you like hunting or PVP, then you have to determine what type of char you normally like to play....Magery or Melee. Melee is then broken down further by Swords, Fencing, Mace, and Archery. There is no set template or skills that you have to follow, so it can get pretty complicated fast.
Best advice is to join a guild that has a mix of new and vet players. There are usually several on every shard. They can help you set-up your char(s), keep you alive on hunts, and other things to hep you get going in UO. They probably will have Teamspeak or Ventrilo if you use either one of those voice programs.
If you want, let us know what you like/want to do in UO, and what shard your on, and hopefully someone here can point you in the right direction. And by the way...Welcome to UO.