I don't want to sound superior here, and I am certainly no expert on TSW. But I wanted to clear up some confusion I have heard people discussing about various aspects of the game. I guess I "get" the playstyle of TSW more than some people I've spoken with. Others have no problem with the game, but may benefit. I promised a guide, it's more of a set of protips, I suppose. There will certainly be more thorough guides out there.
NOTE: When referring to weapons, I include magic abilities, because they require a "focus" which occupies a weapon slot in your gear.
The Ability Wheel:

I had a friend concerned about the number of choices available on the ability wheel. He was concerned that too much choice would lead to vaporlock as to what abilities he should use in practice. This was based partly on the notion that all the abilities would be conceivably available if you have enough Ability Points (AP) to spend. This is not the case, as you should have gathered if you've tried spending AP at all. The various Abilities build on each other. For example, Dancing Blade, a 3AP ability, will require you to have purchased (with AP) one 2AP ability and three 1AP abilities. Furthermore, the abilities seem to alternate between active abilities and passive abilities. You learn an active ability and the next ability to learn will likely be some sort of passive improvement on its predecessor. The passive abilities also affect the damage/healing/survivability of abilities in other schools of combat. That is, magic passives are likely to affect gun/melee actives as well as spells.
Decks:
Borrowing from card games like Magic: The Gathering and computer games like the original Guild Wars, The Secret World only allows you to have up to seven active abilities and seven passive abilities in play at any given time. As you're learning new abilities, those slots fill up. So once you have more than seven abilities of either type, you have to start making decisions.
To help you, the developers in Oslo have come up with some ability combos they think are effective to fill a role in the
Unholy Trinity. One of the tabs on the Ability Wheel interface is Decks, on the far left of the screen. I'll go with the devs' advice, since completing a deck will give me extra buffs, and apparently a cool outfit to boot. Having pointed that out, the decks will take quite a bit of time to complete, since every deck has at least one 50AP ability. This translates into several hundred AP. (The Ninja deck that I am working for Poppyshock, pictured, is 856 AP.) So in the early game, the decks are more a goal to work for rather than an instant win scenario.
Character Skills:
Skills are all passive as far as I can tell. Each skill level costs a corresponding amount of Skill Points (SP) beyond what you have already spent on previous levels (i.e., Skill Level 3 costs 3 AP, and a cumulative 6 AP). Each weapon has two Skills, a personal DPS buff and a support buff (survivability, healing, DPS of another player). But don't forget the Talisman Skills at the bottom. To equip a higher quality item, you must have a skill level to match the item. My understanding is that you only need to build up one of the two weapon skills (DPS or support) to qualify for a given quality level (QL).
My advice is one of balance, with the Talisman Skills built up first, just so you don't forget them. Spend one point each in the Talisman Skills, then one point in each Skill for the Weapon(s) that you are currently using. Then build the second tier of skills.
NOTE: AP and SP cannot be refunded. Stop asking. The choices you make, make you. If you want to change to a different school of combat, start spending points in that school. I've put points in the wrong school myself. You can slowly but surely built up your new abilities and skills, integrating them into your combat rotation as they become powerful enough to fit the area you're in. You only have to repeat missions if you want to. Your choices matter in the short run, but given enough time you'll be able to master all 525 abilities.
"Dual Wielding" Weapons:
Yes,
yes, YES! you can carry two weapons and use them! Do it! Do it NAO! There are no two-handed weapons in the traditional sense, only in the animation of your avatar. The assault rifle, for example, only occupies one slot on your gear, as do the pistols (which you
appear to dual wield). So you could conceivably have a slot each of a rifle and pistols, or pistols and a sword, or a sword and a chaos focus, etc.
As Syp pointed out, having two weapons means you can have two "finishing" moves where you can do big damage or healing. I've decided the best strategy is to settle on two weapons before I train during the tutorial, based on the deck I chose, then pick my
secondary weapon in the training chamber, and get my
primary weapon from the first QL1 green weapon mission reward. This will require spending at least 1 SP in the primary weapon right off the bat.
A couple of points to consider regarding weapons abilities:
- Some abilities build power, others spend it.
- Abilities that build power do it for both weapons.
- Guns build "combo points" power on the target.
- Melee power starts full, then drops.
- Magic power starts empty, then builds.
So other than pulling mobs to you, if you have an ability that spends all your melee power, use it as soon as possible. Then lay enough power-building abilities to pop off a major magic or gun ability. Then pop the melee "finisher" again. If you don't have a melee weapon, I would prioritize building the combo points, then spending the gun finishers before the magic, since the magic finishers can be used on new targets, where the gun finishers cannot. These are general guidelines and I could be totally mistaken.
Missions:
You can only have one Main Mission (the red, green, or yellow ones) at a time. If you accept a new main mission when already on one, the first will pause at the current tier of the mission (i.e., 3/5). You'll have to return to the original mission giver (e.g., Sheriff Bannerman) to pick it back up, but you'll be at the same tier.
Research may be required on your mission, there is a built-in internet browser for a reason. You can search Google. Also, there are sites (set up by Funcom) representing many of the organizations found in the game that may be of information value. While there are plenty of kill-ten-rats type quests, this is not a mindless hack-and-slash. You will need your thinking cap. It's one reason I really like this game.
Yokai and Sarcan
have an incredibly thorough set of guides that I am only beginning to scratch the surface of. If you are interested in indepth theory-crafting, I recommend you check in with them. If anyone has any more protips to share or wants to clear up confusions they've heard, feel free to leave a comment or question.