I used to play UO, so I'm used to a steep learning surve in the begining.
I used to play UO as well, but the game has quite a bit different learning curve.
If you played Siege or during old times, Lineage II can be exactly like that. It is an all open PvP game, meaning that at any place and any time...you can be attacked by another player (except in safe zones in towns). Anywhere else though is fair game. While not as common any more, there are still people who make murderers for the sole purpose of killing newbie players.
Probably the most mind boggling thing for you will be the cost of things. Most anything that is worth having can run the price from 5 mill or so all the way up to 6 billion adena or so. Yes, that's right...6 billion. And you thought Ultima online prices were out of hand. Hardly.
While it is quite subjective like UO (the pricing), you will have to do the same thing with getting a feel for what an item should cost
AND how much you would really like to have it.
For the time being, I have this final bit of advice:
1. Pick a race and class to level. Choose one AND only one. Pick a few if you have to to get a feel for how they play or if you like them. In the end, only choose one to end game first though.
Do not do like I did and level 3 or 4 toons to the mid-range level only to get bored or decide you didn't like them enough.
2. Some armor and items are
VERY difficult to get ahold of. This does not even include special end game gear or very expensive items. Most people have end game toons and only play that one character. Hence some gear is quite obsolete practically. Case in point is the Blue Wolf Heavy armor which is B grade.
Your first learning curve is learning the grades:
No grade: LV 0 - 19.
D Grade: LV20 - 39.
C Grade: LV40 - 51.
B Grade: LV52 - 61.
A Grade: LV62 - 75.
S Grade starts at level 76 and there are still various tiers after that. Always stay in your grade so you do not suffer various penalties to movement or what have you.
Nobody cares if you are some hot shot with an A grade bow on your C level character. You're only hurting yourself AND your party.
That said...the official new player guide is here:
http://www.lineage2.com/guide/new_l2.html