For those that are new to roleplaying, I would suggest starting with Basic Roleplaying first.
Which race do you wish to play and what class in the Players Handbook is of interest to you? Refer to pp. 17-112. At the present time, the playable races are Dwarves, Elves, Halflings, Humans, Gnomes and Half-Elves. All classes are permissable except Monks and Warlocks. This will likely change when we proceed to the Sword Coast setting after "Ghosts of Saltmarsh."
Define Your Character
You can find possible names at this site: fantasy names generator. You can also refer to Names.pdf for a listing of names applicable to each race, even though these are associated with Middle-Earth, and then proceed to creating your character using the D&D Character Builder.
Start between level 1-4. (Optional -- Roll a d100: 01-25 = 1st, 26-50 = 2nd, 51-75 = 3rd, 76-00 = 4th.) If your character dies, you can quickly roll up a character during any session. Note that there will only be 8 available seats per session. A minimum of 3 players are needed per session.
Refer to the Creation Guide for step by step instructions on use of the character generator.
All new characters begin the game with equipment and money listed below:
One or two normal weapons of your choice. I highly suggest you have one for long-range attack, as well as within arm's reach.
Clothes (including cloak and boots), scabbards for your weapons, a weapon belt, belt pouch, and normal personal effects. Think of the things you'd need for survival.
Starting money as defined on p. 143 of the Player's Handbook. Roll 3 to 5 1d4's and multiply the total by 10gp (based on your class).