You've probably figured this out by now, but you'll get a weapon when you choose a starting 'class'. You can switch between the 3 (until you leave Farglow), and sell the weapon you get for two of them (whichever classes you don't want to start with).
There is a training area in Farglow you can use to try out the different starting skills, or otherwise practice, as well as get a little experience and loot.
There are 2 chests you can open there for more loot. One hidden that requires a key (which can be found after a Mindread), the other a level of Lockpick (there is a skill book to be found in Farglow if you explore, and/or you can grind in the training area).
