www.runescape.com - well, it's been wasting a lot of time for me recently...
Choose the the way of the Warrior, Wizard or Archer, the primary combat modes being melee, magic or ranged (though magic also serves as another form of ranged combat).
While you can combine combat styles, with a few well chosen spells or some archery before finishing off your target with a sword (or the really cool looking scimitar), the armour of the warrior generally impairs the other skills.
There are also quests, with rewards that may improve certain skills, and other skills that enable you to make things to use or sell (money is a big thing in the game, as the Mage must buy runes for spell, if not able to runecraft them, the archer must buy arrows) - while the warrior can battle with no ongoing need for materials, weapons and armour need to be upgraded, especially to handle enemies at or above your level - massacreing L2 Goblins with a Bronze short sword is easy, but when your skills allow it, you really want Iron, Steel, Black, Mithril, Adamanite, and finally Rune - you need a high enough level of Attack to wield weapons of better materials, and defence to equip better armour - at the beginning, you can only wield/wear bronze - though you may carry anything.
Tips:
Combat style - "Accurate" trains Attack (for hit chance/ weapon wielding), "Agressive" trains Strength (for hit damage), "Defensive" trains Defence (for pretection/ armour wearing).
All of them also train hitpoints, and some weapons have a "Controlled" style that distributes experience equally betwen all skills, but you can level up one skill much faster on it's own, then switch style - I'm sure that's more effective.
The big cheat!
While there are no GOOD ways to cheat IN the game, there is an excellent "cheat" in the training island at the start.
1. Build your skill - with free materials, you should aim to level up at least once, you may be able to level up twice in each skill.
2. Where a skill requires a lot of consumables (Archery-Arrows, Magic-Runes), before leaving, finsh up your supplies (or drop them), then go back to the tutor for more ... drop those, and and then tap the tutor for another lot - repeat as much as you dare (assuming other players aren't grabbing your dropped supplies, then pick the rest up and movee to the next event.
There are a lot of tip sites, a couple of the best are:
http://runescape.salmoneus.net/quests/ (that's the quest page)
http://www.tip.it/runescape/ - Their maps are quite good
My own top tip, is to open the official runescape map in another window, but don't spend too long looking at it, or you end up having to log back in. Being a real sad case, I also have a printed map (freeplay world) from the image on the second tip site.