It's important to read the controls thoroughly, and refer to them if you aren't sure about something. While doing this on the website is easy enough, it might seem a bit tedious when you're already in the middle of the game. To help you out, there are many computer characters named "Helpful Professor" scattered throughout Miskatonic University. If you need help, just right click on them. They'll teach you everything you need to know, and you can always come back and have a refresher course.
Also remember that you can type in the chat box by either clicking it, or pressing enter. Other players in the area will hear you, and may be able to help. It's also a good idea to listen to characters talk, as they often say helpful things. This is useful even at higher levels, where you'll sometimes get hints about quests.
If you get stuck on the beginning quests, make sure to read your Quest Log carefully. Access it by pressing Control + L.