Since you're new to computer games in general and the Baldur's Gate series in particular, I recommend that you keep things simple until you become more knowledgeable.
First of all, if you want to play Baldur's Gate: Tales of the Sword Coast, then play it at least once before you even think about playing Baldur's Gate 2. If you haven't played Dungeons & Dragons before, there are lots of things you need to learn. Don't be afraid to restart the game and experiment. Most of us here have probably restarted hundreds of times just to play around with different characters and to try different things.
If your character has left Candlekeep with Gorion, then you've met Imoen and you've seen a couple of areas. You might have run into a bear or a wolf and noticed that they can easily kill 1st level characters. On the other hand, you might have learned how to kill them without taking any damage (by using missile weapons and hit-and-run tactics, for example). This game is combat-oriented, so you have to kill as many "unfriendly" creatures as you can in order to advance. The trade-off is obvious: you can kill them, but they can also kill you, so you have to be careful.
By the way, this game is also biased in favor of "good" characters, so you shouldn't go around killing "innocent" or "friendly" people. If you accidentally kill an "innocent" person (with a stray fireball, for example), your Reputation will suffer. If you do a lot of good deeds, your Reputation will be greatly enhanced.
The game gives you a lot of guidance. For example, the tutors at Candlekeep offer to teach you how to fight. And more important, the NPCs (non-player characters) give you lots of information if you listen carefully to them. For example, Gorion told you to meet a couple of his friends at the Friendly Arm Inn. They in turn will tell you what you should do next (they want you to meet the mayor of Nashkel and investigate the iron crisis). That's how the main story progresses. Along the way, you'll find a lot other things to do, especially if you talk to people. For example, they might tell you about old dungeons you can explore or give you errands to run. You can earn experience points just by doing favors for people.
There is a lot of territory to explore, and you never know when you might be ambushed, so you should save your game frequently. If you find yourself in a difficult situation, keep reloading until you find a way to beat it. That's how you will improve your skills. Don't be afraid to experiment. You need to learn how to use potions and spells, and you need to learn how to keep your more vulnerable party members safe while still making them be useful. Pretty soon, you'll be eager to face as many challenges as you can find. But the game will always come back at you with even bigger challenges, so stay on your toes and have fun.
Baldur's Gate 2 continues the story that began in Baldur's Gate: Tales of the Sword Coast (which we call BG1). The thing about BG1 is that the major plot points are supposed to be a big mystery for you to unravel. If you play the first chapter of Baldur's Gate 2 before you finish BG1, all of the mystery will be spoiled. Therefore, I recommend that you don't even talk to anyone about BG2 before you finish BG1.
Aside from that, BG2 is so different from BG1, you might as well treat them as separate games. Don't worry about importing your BG1 character into BG2; just create a new character from scratch and pretend they're the same character. And be prepared to change your strategies. There are a lot of new spells, items, and abilities in BG2. Not only will YOU be able to make use of them; your enemies will ALSO be able to make use of them. For example, your Mage cannot cast Stoneskin or Protection From Magical Weapons in BG1, and neither can your enemies. But wait until you see what the Mages can do in BG2--that's just the tip of the iceberg. Then you'll see how different things are in BG2. That's why I suggest that you learn how to play BG1 before you start trying to play BG2. Just go one day at a time.
