There's really not much you can do on your own besides level up (slowly). You need to be overlevelled and/or geared to solo most bosses if it's even possible. I'd suggest getting some friends together to play with on whatever server you're on.
If you have to play solo I would say pick Squire, take the first quest (at spawn point) and immediately run to Riversdale to hire a Lancer mercenary. This is the safest and quickest way to solo level your very first class. Once you learn the basics, you can try soloing other classes. Make sure to check out the crafting recipes (Mail pieces will be at the blacksmith), and pickup materials accordingly.
EXP is gained on a sliding scale by level difference, being capped at +/-4, so the most efficient way to level up is killing enemies that are exactly at your level. Pickup and use any souls you find. For offensive, you're looking for Attack Power->Strength->Critical Chance. For defensive, you're looking for HP->Armor->All Resistance->Evasion
Follow all the non-boss hunt quests. When you do feel ready for a boss (sufficient gear and level), change mercenary to Shaman for the heals, and get a potion or 2.