For melee combat, you hold down the left mouse button. It auto-swings over and over again in whatever direction you are facing.
You have an active "target" that usually relates to whichever object is closest and in front of you. The target can be an enemy that you want to kill or a lock that can be picked, or a shrine that you can "rest" at.
You can interact with the active object in several ways:
1) Right-click on it to perform a "default" action.
2) Click a skill or ability on your hotbar. These actions can be lots of things including special melee attacks, ranged attacks (bows/throwing knives/etc), magical spells, and skills like picking locks, disarming traps and stuff.
Some skills can be used without having an active target, such as "Search", which makes a search check against your stats and skills, and if successful, will reveal formerly hidden objects to you. Things like hidden doors, or the mechanism that controls a trap.
The leveling system is very close to the D&D style table-top games wherein you have attributes, skills, feats, etc. The game provides a "path" you can follow which is the recommended leveling route for your chosen class, or you can choose where every single point goes yourself.
When you die, several things happen:
1) You leave a marker that can be picked up by other players in order to get you close enough to a resurrection shrine to allow you to click it. (which resurrects you)
2) You become a ghost that can walk around, but must stay within a certain distance from your marker.
3) Your equipment takes damage that can be repaired in town or by a player with sufficient skill to do so.
When you resurrect, you appear next to the resurrection shrine that you clicked with a minimum number of hit points and magic points.