Here's some beginner tips:
First thing to do after you're done with the tutorial, check out the Item Mall (click on the green coin on the bottom right corner). There's several items there that will help you while leveling.
Most important is probably the Void Service Buff, you'll find it under the "Usable" category. It'll increase the rate you'll acquire EXP, Arena Points (PvP points) and Item Drops, as well as give you unlimited stamina so you can play to your heart's content instead of worrying about how many dungeons you'll be able to enter per day.
There's a few other things that cost 0, like Skill Pages (so you can set up a PvP and a PvE skillset), El Resonance Pages (these only become important after you've reached Level 99, because you can still acquire EXP and give all your characters bonus stats, even those that you haven't even created yet), and some other stuff.
Special NPC and other goodies
Another difference is Void Naeun, a special NPC you can find in the guild halls, some cities, as well as right at the start (left corner of the map after you exit the tutorial). While doing your first few quests, you'll acquire a Level Up Cube, which you can open to get some goodies, like a cube with free gear, rings, tickets and other stuff. Also there's a Void Light EXP Cube, open that for an accessory that gives you another 100% EXP. Highly recommended. The tickets can be exchanged with Void Naeun for a temporary costume, a temporary mount, and most importantly, a temporary pet.
Now, why are pets so important, you ask? Because they have an Aura which you'll reapply every 15 days/or just stack them (don't worry, you can get new auras easily). This 'Fetch Aura' will let the pet pick up items and ED (that's the currency in Elsword) that monsters drop. Trust me, it's way less tedious when you can just run through the dungeon without worrying about gathering all the items yourself. The items will be moved directly into your inventory.
The cube with free gear gives you pretty much the best equipment for leveling. Don't bother getting other gear while leveling (unless they're accessories etc.), just sell it. You could theoretically get better gear by random drops and upgrade it at a Blacksmith, but it's absolutely not worth it because you'll replace it sooner or later. The Level Up cube also contains another level up cube (cubeception!) you can open at Level 35, which will give you even better gear for leveling and some other goodies.
While leveling up, you'll get a popup at certain levels that tell you that a class change quest is available. Either do these quests, or just buy the item from the item mall (it's free) to change your class into an advanced one. It's highly recommended that you try out a few classes before you decide which character you want to stick with. Each class/jobpath will have another advanced job class after that, then a 'transcended' class (basically the same class on steroids, which will also give you two more skill slots. Put your strongest skills into those because sometimes those slots will flare up and reset the cooldown, as well as raise the damage of those skills). The second skill slot can be bought, again, for free, in the item mall. Then at Level 99 you'll get another power boost by changing your class one last time. This is also where you'll unlock Mod Skills. These Mod Skills can alter your existing skills and can be equipped and unequipped at your own leisure. If you mod a skill, you can't use the unmodded version until you unequip it, and vice-versa.
There are 3 professions in Elsword. At a certain level (I don't remember which one anymore). Alchemist, Blacksmith and Treasure Hunter. Most other MMOs handle professions a bit differently, but basically, as a newcomer, I recommend that you take Treasure Hunter. It's the only profession that levels up by itself and you'll be able to make some money off Mithril Stones, Elixirs and other drops from special treasure chests that only appear when one or more Treasure Hunters are in the party. Don't sell those at an NPC, sell them at the board (there's one in each city, it's basically an auction house) for bigger profits. When you try to register an item on the board, there's a small button on the top right corner (where you can put in the prize and how many pieces you want to sell). Click on that one to see if somebody else is selling them and for how much. Try to get a feeling for how much you can make for each drop.
The reason why I don't recommend Blacksmith and Alchemist as your first profession is that you'll have to buy a lot of stuff off the board (unless you want to grind until you drop) to level them up. Trust me, leveling up professions in Elsword is one of the most money- and time-consuming things ever.
Some people level up faster in VoidEls by skipping quests (there's an option for that if your character level is high enough, which it will be while leveling through dungeons), I'd recommend you to play through all the dungeons at least once though. First off, you'll get a better feel of combat, second, you'll learn what your character can and can't do. The most important quests are under the "Epic" tab - those are your Story Quests and they offer a ton of EXP, ED, and some good rewards.
Some other stuff
First, I'd recommend you to stick to a character with a less intensive skill set. While it might be tempting to try out characters like Lu/Ciel right from the get-go, it's best to get accustomed to the basics first. However, feel free to do whatever you want in that regard, it's not like you can't learn by leveling.
Second, once you reach Level 99 and Elrianode, don't sell the Elrianode gear you'll get through quests. That gear is the best armor you can get in the whole game, but for it to actually get worthwhile, you'll have to put El Tears in it. Worry about that later though, don't get overwhelmed.
edit: Oh, and thirdly, you'll have tons of skills but only 2 skill bars, as well as a third one you can switch to once you hit Level 99. So your character is not really limited by which skills they learn, but by which skills you'll actually carry in your skill bars. Don't worry too much, check some guides or try them out yourself to see which ones you should bring to dungeons.
There's also some skills that are "locked". You have to either do a tedious quest or buy an item from the item mall. Luckily for you, those items are completely free on VoidEls. Hover over the skill to see which item you need to buy from the Item Mall to unlock them.
There's ofcourse a ton of other stuff to learn and Elsword doesn't do a very good job of explaining most of the things (like most Korean RPGs), so feel free to check the guides on the forums or ask on the forums if something seems unclear to you.