Be sure to go through the tutorial dungeon until you're comfortable
with the keyboard and the interface. The target monsters in there 
give experience (though not much), and you'll receive a useful item
at the end. 

Learn to recognize the early warning signs of impending lag, one of
which is that your character suddenly appears to be running through
jello. When in the wilderness, immediately stop running until the 
lag storm passes, and if you're in combat, get away as soon as possible.

When adventuring far from towns, or in potentially hazardous areas, 
always have the map screen open (press F10 to bring it up). Keep an 
eye on your coordinates, especially when you're in combat; if you die,
jot down the location where you died so you can find your corpse. 

The most useful keys for searching for your corpse are the bracket 
keys ([ ]). These will cycle through all the inanimate objects within
your range, including your corpse, should you be near. Also, when 
you're running through the wilderness, you'll sometimes come across 
the most amazing items just lying on the ground. 

Always attempt to identify a monster you haven't fought before you 
get into combat with it. Click on the monster, and press E (for Examine)
or click the magnifying glass. Even if you don't get the statistics, 
you'll always get the level.