If you join the Thieves' Guild make sure you choose your speciality before you reach level 30. I forgot!
Do not shout the number 8. You will get disconnected, for reasons detailed in the novels. 7 + 1 is acceptable (c:
Do not kill priests or cats in Djel. Furthermore, do not steal or shoplift in Djel or you will be killed by a crazy priest who will throw you in the river and feed you to the crocodiles. If you do end up in the river, try looking for a way back up out of the water or using godmother help.
When you get to level 50 in your guild 'godmother help' changes. Using godmother help will cost you 1 life. So I reccomend learning enough magic to portal before you reach level 50.
Do not steal in AM if you are not a thief. You will be visited shortly by a thieves' guild 'heavy' who will knock you out and take your cash and maybe all your possessions too leaving you almost dead in the river.
If you are not a priest, worship a god and get the 2 faith commands available to everyone by completing a task in your chosen temple. Choose your faith carefully, if you renounce your god and decide to follow another god you will find supplicating your new god virtually impossible.
There is good xp to be made from killing NPC guards in Sto Lat, which is a short walk from Ankh-Morpork to the east. Terrain bodyguards and fighters also give decent amounts of xps.
You can make vast amounts of xp from grouping with other people and going hunting for soldiers in Djel amoungst other places. Make friends with people from other guilds. It's always useful to know people with different skills to your own, especially when grouping. An ideal group would consist of a priest, a wizard and a couple of strong fighters. A priest to heal, a wizard to shield people with spells and the other 2 to kick ass.
Buy extra lives from inside the Temple of Small Gods in the northeastern corner dedicated to Pishe. Type 'syntax toss' when you find the area I'm talking about. It costs a few or more royals to buy another life.
(Assuming you are not a priest). If you die you lose your faith commands and you have to relearn them from the religious instructor inside the temple of your chosen god. He will automatically teach you them as soon as you enter the room.
My warrior stat rearrange is: Constitution 11, Dexterity 16, Intelligence 9, Strength 21, Wisdom 8. This has been good for me.
The most important skills for me as a player killer are the following: Heavy sword, parry, other.health, perception, fighting.special.tactics, fighting.special.weapon, covert.hiding.person, fighting.unarmed.grappling, covert.stealth.inside/outside, covert manipulation stealing. The first 4 skills there probably being the most important.