Welcome to the game, zooth. Do you want to fight in competitive PvP battles, or do you want to complete the in-game quests first and get a crafter making gear for your future characters?
I ask because what advice we give depends somewhat on what you want to do. Some people only want to fight other players. Some prefer crafting. Some like a lot of solo play while others won't even log in without friends online. Some are willing to work in the mine and others *ahem*Uftak**cough*cough* prey upon other players, regardless of their level.
So when you get PK'd, just dig in and get back in the fight. Recover, and keep going. It's the harshest game around, so don't downgrade to a lesser game by quitting.