when you land on the beach there is a guy standing near the waters edge dressed in white (his name escapes me) go talk to him and after a bit of waffle he will give you a few starter missions. these are fairly easy
they start off with yuo having to go find a couple of low end beasties (most of which are standing right next to him, blind cupcake) then you have to go kill a few of em to get some "monster parts" once you are done with his missions there is a big ass tunnel/door/thing just along the beach from him. go thru there and follow the path up. look for the port commander (standing near another tunnel) and he will give you some missions to do as well.
i usually keep new characthers in the training grounds until about lvl 7-10 or so.
as to the whole not saving thing there was a slight server revert a few days ago (wasnt much, like 2 hrs or so) to fix a bug in one of the patches it possible you just got caught in that.
anyone needs any help in game then /tell either immoralis mortalice or sazkratka and if im online ill get back to ya.
feel free to add me to your msn/trillian lists.
jnlou13@hotmail.com
and if im around ill get right back to ya.