Game Style

Before we start playing, I want to go over something really important, that will help you understand how to play: Pen-and-paper roleplaying is different from an RPG video game. Really different. Video games and PnP RPGs have stylistic similarities, and sometimes players have expectations from video games that don't line up with PnP play which can lead to frustrating disconnects. So, I want to go over real quick some key differences to put us on the same page:
* The world is "real". In a video game, nothing important happens unless your character is there. Sure, minor things might happen like seasons changing or NPCs going about menial tasks, but nothing serious will ever happen unless a player character is there to witness it. This is NOT the case in PnP play! You can easily miss important, world-shattering events. Wars are happening on the other side of the continent, kings are being assassinated, extraplanar beings are being summoned, and you don't even know it's happening because you're down on Level 4 of Zognar's Labyrinth fighting a rust monster. And that's okay! 
That's a good segue into the next topic...
* You're the main characters of this story, but you're not the main characters of the world. In a video game, your character is the focus of the entire world. Everyone exists to make sure you can be heroes, and nobody else is going to save the world unless you do. That is NOT the case in PnP RPGs! There are other adventuring groups. It's a lucrative gig. Some of them might get the same plot hook as you, and be after the same objective. If you decide to sit at home knitting quilts instead of adventuring, they will go out and try to slay the dragon instead of you! They might even succeed. There's a secondary point here, which is that until you're Level 20 and you're the Emperors of the Multiverse, you're not the most important people in the world. Somebody else is the Level 20 Emperor of the Multiverse and they're way more powerful than you. 
That's a segue into our next point...
* The world doesn't level up with you. In a video game, the challenges are carefully crafted to ensure that they're adequate for your level and experience, to be just hard enough to be fun without being overpoweringly difficult. This is NOT the case in PnP RPGs! Remember, the world is real. If you go deep into the uncharted wilderness when you're Level 1, you are going to be eaten alive by huge monsters! There's a reason nobody lives out there! Similarly, when you've gained a few levels, you shouldn't expect that suddenly all the Goblins in the world will spontaneously morph into Hobgoblins, then Mega-goblins when you gain a few more. When you're powerful, the little mook enemies are still there and you can go stomp them into dust if you want.
Which brings us to our next point...
* The world is dangerous and persistent. You don't get multiple lives, or save points. When your character dies, unless you've got a bunch of diamonds and a high level cleric willing to cast Raise Dead that's it! In a video game, you can try over and over until you beat the challenge, and it will still be the same every time. That is NOT the case in PnP RPGs! Even if you manage to get extremely lucky and be raised from the dead, the creature that killed you is still there in the dungeon. And if it is intelligent it remembers killing you! It knows your weaknesses from before. The dungeon levels that your party cleared out are now repopulated and restocked, and if the monsters were intelligent they've done so with your party's strengths and weaknesses specifically in mind!
There's not a cute transition to the final point, but it's the most important. 
* The "enemies" have a real person with real feelings behind them. I'm not trying to be a jerk to you if there's a Chaotic Evil villain who is mean to your character and calls them names. We're all playing a role. So try not to get upset at me for what happens in the game, unless it genuinely makes you uncomfortable, at which point you should stop the game immediately and tell me. Unlike a video game, we can change any aspect of what we're doing at any time. So let me know what's fun and what isn't! We're all here to have a good time. 
So let's get to it!