I would approach things in this order.
- Get a User on Duality Codex - Why? because their character sheet is nice and easy to use and your fellow players know how to assist.
- Join our Campaign Group - Ask the GM for an invitation. If you don't join you can fiddle with the Character Builder.
- Watch the Videos - First, How to Play DaggerHeart, then Creating a Character in DaggerHeart - That's a decent foundation.
- Take a look at the world details - remember you have inherited part ownership in a magic shop. Click 2. Your Inheritance to figure out where you fit
- Choose an Ancestry - In other games, this has been called a Race or Species. Click 3. Ancestry to read a bit more. You may want to delve into Religions as well if you get your power from the gods.
- Build you Character - Get it started with the Character Builder, but we will finish you character in Session zero
Ask questions.