The quests are designed to do a few things:
- Get you some exp by killing mobs and completing it.
- Get you some reward loot for completing it.
- Get you out of your room and wandering around the different cities and nearby zones.
You could even level up to 13 just by doing quests. Also, when you walk past some significant place (just like on IoR) you will "discover" it and get some exp. Some quests are repeatable and an easy way to get some starting loot.
Civil Service is a good one.
After that you will want to go do more quests and explore
Antonica (outdoor zone) or
Down Below (sewers under the city).
If you haven't already, download and install EQ2MAP
here. It is a very good program that has all maps and labeled point with mouse-over information. It is always being updated.