Ummmmmmmm...
OK, lets start from scratch...
Purchase the game, drive home from the store, boot up your computer, install the game, double click on the desk icon (or go to the Tribune folder in the start menu) and then wait for the first screen to load.
Using the supplied interface, create a new account including a screen name and password and leave Turbine a credit card number to cover your monthly subscription fee. (don't forget to register on the official Turbine forums so you can ask game questions there too!)
Log into your new account and wait for the program to update and patch all the data that has been pushed to players between the inception of the game (about a year ago) and now. (This may well take around four hours or so)
Once your program files are updated you are ready to actually enter the game. Log in and when you get to the character select screen, you can create your first character and choose your first server.
When you're done creating a character click the button to enter the world and you will be deposited in a unique instance where you will be taught the basics of game play and walked ever so gently through your first few levels.
Along the way, you will learn how to move, how to attack, how to cast spells, how to accept or reject quests, how to loot dead mob bodies and any number of other useful things!
Welcome aboard and good luck...