Hi Fonzosh,
1: That depends what roles you like to play, tank, healer/supporter, ranged, rogue there is alot of various paths you can take, and you can also mix up skills ect, i would say a must have is some healing abilities (hydophist) or however its spelled. Other then that try different abilities, later in the game it will be possible to respec your ability points / skill points with books you purchase.
2: Press Alt
3: Keys in the turtorial dungeon are nearby mostly, you just have to look in the different containers around, also there will be lockpicks or destroy them by holding ctr and attack.
4: Stealing paintings / other valubales, make the npc turn away enter sneak mode "default C key" and loot away, this is just to make life a bit easier, its not a requirement. Before stealing stuff, quicksave (F5) and see how it goes
Good luck!
