If you're planning to go THF/MNK for a while I suggest using H2H weapons. The next best alternative would be Sword. Probably best to avoid daggers until you're 33 and can use Viper Bite.

Also, considering you're new, I suggest taking a loooooot of screenshots with a program like Fraps. If you end up playing the game for a really long time, you'll look back one day and be glad to have so many pictures of when you just started. The ocassional trips down memory lane are wonderful.