Welcome! I'll try to hit the main points you brought up.

Leveling up is a great time to quest, experiment with gear and skills, and just generally have fun. If you make a mistake and don't like one of your skills, you can easily pay gold to respec it later.

For now, I would say quest and have fun. If you want to start getting ready for end game content, you can do that in a few small ways. If you want to be a master crafter, start researching gear with different traits. If you want to do pvp in cyrodiil, I highly recommend that you start training your horse's speed. Actually, train your mount in something anyway since that's a long slow grind. (the cheapest in game mount is 10k gold, easily acquired if you are farming for materials or vendoring unneeded gear. potion reagents sell really well on guild stores).

Gear: the best gear is gear that is near your level. Training traited gear will increase your exp gained. Gear that is from sets, ie has extra bonuses for wearing 2,3,4, and 5 pieces of the set can be very useful. Personally, I collect gear as I quest through a zone and discard it or sell it when I pick up a better piece.

Grouping: at level 10, the pvp areas of Cyrodiil and (if you own Morrowind) Battlegrounds open up. Also, you can queue for undaunted normal dungeons through the groupfinder. For that you pick your role (tank/healer/dps), queue, and eventually join a group of 3 other players from level 10 to CP 660 to complete a random normal dungeon. You get great exp the first time you do it in a day, decent exp the other times you do it in a day, and exp plus a skill point the first time you complete the dungeon quest. Don't be afraid to ask for help if you don't know a dungeon and don't let the jerks bother you.

Guilds: guilds will regularly advertise in zone so if you see one that you think you'll like, don't be afraid to ask about it. You can have up to five guilds. Guilds can be really helpful for trading and for running group content. If you don't want to jump into group dungeons through groupfinder, guild mates can be a nice way to work on dungeons.

Ultimately, find something you like to do in game and spend your time doing that fun thing. I like to level by questing through zones. My Altmer sorceress Elrin Naarifin quested straight through the six Dominion zones. Varanis Arano, my Vestige, is a hero of the Ebonheart Pact. Whatever you choose to do, have fun with it.

My best advice is to stay off the forums. This place is a toxic cesspool.
The game, however, is awesome.

Make sure your skill bar includes at least one skill from each of your class skill lines and at least one skill from the line of your preferred weapon(s). Skills level up by being on your active bar when you gain exp, so starting out you'll want to make sure you're leveling skills and skill lines at the same time as you're leveling your character.

When a skill gets to the point where you can morph it, you can use a skill point to choose which of the two morph options you prefer. You can also invest skill points into unlocking new skills as your skill lines progress, and you can get passives from class, weapon, armor, and racial skill lines. For a beginner the passives probably aren't as important as the active skills, so try to reserve some points for morphing and unlocking new skills rather than investing them all in passives.

If you have any interest in crafting (which is quite useful for self-sufficiency), start researching traits now. Deconstruct any gear or glyphs you find that you don't need, since that will help level up your crafting skills. Start doing daily crafting writs.

As far as gear, just use what you get as you go along. If you get a piece that's better than what you're wearing, swap it out. Similar to skills, try to have at least one piece of each type of armor (heavy, medium, light) on at all times so you can level up those skill lines too. Focus on the type of armor that you see yourself getting the most benefit out of based on the passives each line offers.

As far as finding stuff to do, running around exploring and doing quests as you find them is a pretty good way to go. Each zone will have a main questline, and following that can guide you through the main path of the zone. But beyond that it's fun to start at one end of the zone (wherever the main zone quest puts you) and then go through it picking up whatever quests you find.

Also try to hit each delve in each zone, gather all the skyshards, and hit the world bosses and public dungeon if you see people you can group with or just tag along with.

Guilds are nice, especially to sell off the useful stuff you get and start building up your gold reserves. Look for one that has a regular trader but doesn't have a weekly sales requirement or dues (unless you think you can satisfy those requirements). Or just look for one that has nice people that seems like a good fit for you.

Since you're on PC, there are many helpful addons that will make your life a lot easier. I like the Minion program for downloading addons and keeping them updated. If you're interested, folks here can give you some good addon suggestions or you can search for one of the threads where people list their favorites.

Most of the advanced stuff like optimized builds and skill rotations and endgame gear sets is not anything you need to worry about right now. On the other hand, there are lots of little bits of info that you'll find along the way that can be very helpful. So try not to get overwhelmed by everything that's out there, but keep your eyes and ears open for the bits and pieces that are useful to you. And if you have questions, you can usually find someone with more experience to answer them.

Oh dear. Most of this is a foreign language to me.

I don't know what to do with my skill points or anything about gear. I've just been using different stuff I find if it has higher stats than the stuff I'm already using and I just spam click my mouse when I'm fighting.

I think my best bet right now is to probably to find a newbie friendly guild that's willing to help with the basics.

Thanks for the responses guys.

PS: If anyone can recommend a newbie friendly Guild on PC (EU) I'd appreciate it.

In case Nestor's post is still sounding like technobabble, and assuming you haven't done these things already, here's a simple breakdown:

Hit K to bring up the skills window. On the left side you'll see a bunch of names of skill lines. For a nightblade, under the Class section you'll see Assassination, Shadow, and Siphoning.

Click on each of those words, and you'll see the skill tree for each one. There will be a plus sign next to the first skill in each tree. Click on that and assign a skill point to unlock the skill.

Do the same thing for the weapon you like to use.

When you unlock the skills, they'll automatically fill in an icon on your skill bar (shown at the bottom of the skill window). As you unlock more skills, you can drag-and-drop skill icons into the spaces where you want them. You can also rearrange them in whatever order you like.

Each box in the skill bar corresponds to a number key between 1-5. In combat, pressing that number key will activate the skill. Learn what the skills do by reading the descriptions and trying them out. With practice you'll get more comfortable with using your skills so it'll become more natural to use them in combat in addition to the mouse-clicking.

Pay attention to your skills as they level up. When you get a message that a skill can be morphed, go to the K skill menu again to look at the two morph options and unlock one of them with a skill point.

You can also invest skill points to unlock new skills as you level up each skill tree. That's why having skills on your bar when you gain exp is so important.

You're probably fine on the gear, but I'll caution you to try not to use all heavy armor even though that will look like it's giving you the most defense (which it is, but there will be other benefits to other types of armor). If you're going for a stamina damage-dealing build, which would suit a Khajiit, try to be using 5 pieces of medium armor and one of each of heavy and light. If you're leaning toward a magicka build, focus on light armor. And if you want to be a tank, then stick with heavy.

Oh also for a damage-dealer it's best to put all of your attribute points into either stamina or magicka, and that will help determine which type of skills are most effective for you (stamina-based or magicka-based). That's a decision that can be made early on, but you can always change it later.

Finding a good, low key trading guild can be really helpful. When you look for items to sell, potion reagents sell very well and you can pick them up while questing.

Putting your attributes in stamina will help your weapon skills and any class skills that use stamina. You can tell whether a skill uses stamina or magicka by hovering over the skill in the Skill Menu (K). Even if the skill uses magicka, sometimes the skill will have a morph that uses stamina. Weapons like Dual Wield, One hand and shield, Two-handed, and Bow use stamina. Destruction and Restoration staff skills use magicka.