I'm assuming you're in the Main grid here and not the Teen grid. If you're on the Teen grid I have no idea what's available there.
First of all, get used to using Search (it's in the top right menu bar in Viewer 2).
Here, type in "The Shelter". You'll find a link to a place in Isabel which is a club specially aimed at helping new residents. Another one to look for is "New Citizens Incorporated". They have several sites but the one at Kuula is the most consistently active. Both of these places are full of people who will be willing to answer any questions you might have. Also NCI does a range of classes relating to SL, everything from how to manage your inventory to how to make things to sell. I can't reccommend these classes highly enough and I think you should go to as many as you can.
Once you've got used to how the program all works, then the rest is up to you and your own interests. Bear in mind that SL is a social place so unless you are devoted to content creation to the exclusion of all else, your SL experience is best shared with friends. Also bear in mind that because there are a lot of places in SL, and not that many people, most places you visit will be empty at any given time. So you are not likely to find many friends by randomly teleporting around.
You can join special interest groups but the majority of those are mostly silent too and groups are used mainly as announcement groups for clubs and stores.
The Events listings are a better place to find places where other people are likely to be gathered. I love live music so I use that a lot, using the live music listings to find current gigs. Then when I find a place I like, I join the group for the venue so I can get notice of forthcoming events at the same place.
If you're interested in roleplaying, there are a lot of roleplaying games to get involved with, on all sorts of themes - high fantasy, wild west, science fiction, urban cyberpunk, anime.
I also participate in forums, which are another good place to meet people and find out what's going on - it's often easier to find people outside of SL and then meet up with them in-world afterwards.
http://forums.secondlife.com/ (official forum)
http://www.sluniverse.com/php/vb/ (best of the unofficial ones)