Choosing Race/Class.

When you start off in MajorMUD, you have to decide what Race and Class to play. These vary from beefy Warriors, to wise Mages, each class having their own advantages and disadvanges. Similarly, each Race has their own advantages and disadvantages, so you need to find a combo that works well.
After playing MajorMUD for over a year now, it's safe to say that a Dwarf Warrior is the easiest class to play as a first character. Not much Exp to level, and not having to worry about magic are advantages for any newbie. They also survive well, making them ideal for new players. Other good classes to play while learning are Paladins (bit harsh on exp) Witchunters (another tank class) or Ranger (tanky class, with minor magic skills)
Once you get the feel of playing MajorMUD, and learn the basics, it probably time to choose a class that you would like to stick with. All class have their strongpoints. By now, you should know what kind of character you want.

Where to Exp?

The easiest places for < Level 10 characters to exp safely is the GraveYard, north of Silvermere. The monsters there are pretty easy (although some classes may have trouble at early levels). Once you've completed your level 11 quest, you might want to try Ancient Crypt (if your a warrior/witchunter/paladin) or Black House Basement. From then onwards, there are many places to explore, and the options continue to grow as your character gains levels.

Scripting.

Although some people are against scripting, I for one, am not. As the Exp for Level continues to grow, the need for scripting increases. There are numerous ways to script, from MajorMUD client programs (like MMTerm, or Synterm) to using a comms program, and using scripts for them. I currently use Telemate, and a range of self made, and borrowed scripts. It's good to experiment with scripts, and find which one is the best for you.