Newbie Guide:
A decent set of Armor can be obtained through constant hunting. If you can afford to do so, you can also upgrade the Armor. Once you reach level 6, you can equip yourself with an Apprentice's Cloth Cap and Short Gloves.
If you're lucky, though, you can use leather armors even earlier. See here: some Masters will advise you to find the best weapon possible. But in my opinion, it is wiser to match your weapon to your armor rather than sacrifice defense in order to afford a weapon 2 or 3 levels higher.
Lastly, let me give you some words of advice about Shields. While a Shield can certainly reduce the damage you take, it's not always a good idea to equip yourself with one as it will slow development of your overall Evasion skill. If you aim to become a Knight clad in heavy armor, of course, a shield is a requirement. But it's only an unnecessary burden for a Rogue equipped with a dagger and light armor.
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