Best starting tip,

[Swift-Li]

Quickness is king in this game. If you move 2 times to your enemies 1 time you basically double your dps, or you can move out of range and charge your power up and let your enemies come to you then unload from the back. Quickness+speed=omnipotent!

[Sotanaht]

Swords are by far the easiest weapons to find and learn arts for. HIGHLY recommended for a first playthrough. Do not pick fist, it sounds good but isn't, and you'll never find techniques for it on your first playthrough.

[Krixous]

Make sure you go to Cross Hill before dealing with the Bandit Camp for a free stat point. Also Casino's are a great way to get some starting cash located in the northern and eastern city northern has more money, eastern gives you a legendary inner if you clear out all the dealers and beat the owner but overall less money.

[Nether]

Originally posted by Sotanaht:

Swords are by far the easiest weapons to find and learn arts for. HIGHLY recommended for a first playthrough. Do not pick fist, it sounds good but isn't, and you'll never find techniques for it on your first playthrough.

On a first playthrough, under the assumption you'll join the old man sect (and you really should, he gives things you really want to have in your homestead for your next ones) it really doesn't particularly matter what weapon you pick: worst case scenario you'll have two pretty good epics and one legendary, all omni-applicable.

More importantly, all the Legendary external Sword skills are tied to sects, and you (probably) won't want to sect-hop from the old man's sect on your first run.

I'd probably consider Music myself (but I'm biased in favour of music, I really like that style), where none of the Legendaries are sect-locked, Spear (good and evident progression of Epic -> Legendary techniques if you join the Ye Army and guaranteed Legendary weapon) or Saber (Again, the game throws you at least two Legendary Externals, with even better support if you join the Yan)

ALL THAT BEING SAID, my real suggestion for a first playthrough is to do it blind, probably dying horribly halfway through it. It's fine. It will be over relatively quick, you'll enjoy the exploration and even doing random stuff will probably net you enough achievements for a fat powerup on your round 2.