Early Game Character Building
This guide gives general character building advice for the early game. Early game generally ends when you've reached the latest Ecumenical Temple spawn level, Dungeon level 7.
Build a Basic Plan
At the very start, focus on your primary killing skills. It's better to end combat a round early than being able to survive a round; the former means your enemy is dead. Also, melee accuracy and magic success rates are important to raise. You don't want to miss 5 times in a row and give your enemy an extra 5 turns to hit you.
For melee characters, this involves raising your weapon skill until it can kills your foes at a 'comfortable' rate. How much is comfortable? Your ultimate goal is to hit a weapon's minimum delay, i.e. where no more training can increase your swing speed. You can view this by selecting the weapon in the i'nventory. While it certainly is possible to only train one skill until you hit mindelay, it is probably not desirable. Instead, weapon users will want to train up to (mindelay skill - 6): the skill required to consistently hit enemies every turn (barring the shield penalty).
For magic-based characters, this is getting the useful spells in your starting book to acceptably low (at least less than 10%) failure rates by training their respective spell schools. Depending on your class, it may require training towards a level 3 (such as Frozen Ramparts) or level 4 spell (like Flame Wave). More details below.
The most straightforward step after training offense is to train your defenses. You'll want to reach 'comfortable' numbers in that field. But if your offense starts to become lacking again, start training that again. If you aren't into micromanagement, you can just train both at the same time.
First comes your HP. The Fighting skill is a must for any character; not only is the bonus to physical combat useful, but the extra HP is precious, especially for squishier caster types. After all, you don't want your Felid to get 1-shot by an orc priest's smiting.
For those wearing light armour like robes or leather armour, your primary defense is likely going to be Dodging (which contributes to EV). For those in heavier armour like chain mail or plate mail, Armour (which improves your AC proportional to your armour's base AC) is more helpful.
Shields provide an EV-like boost to your defenses, allowing you a chance to block some incoming attacks. Shields are especially useful for species with body armour issues like Trolls and Octopodes. For as long as you can still attack at a sane delay or cast your spells at a reasonable rate, you should be fine on the skill.
A note on hybrids
Even if you are aiming to be a "hybrid", don't try training both your magic and your melee at the same time. Having a single highly effective method of killing enemies is better than having two mediocre methods.
During the very early game, skills like Evocations won't be very useful. However, a strong wand, like a wand of paralysis, is often worth investing into, even in said early game. Five (5) Evocations is enough for now -- save further investment for when you get your main offensive skill up and running.
Don't worry about Invocations early on. Most gods have 1* abilities that don't require much training to be reliably invoked. And of the zealots, only the Abyssal Knight can actually make use of the skill. You can start training later; while powerful, Banishment can't possibly be your main offensive tool.
A little bit of Stealth (about 5-8 at most) is useful for any character that doesn't have a poor aptitude for it or plan to wear anything heavier than ring mail. Species with low HP like Felids, Vine Stalkers, Tengu, Deep Elves, and Spriggans will especially benefit from being able to avoid fights with dangerous foes.
In addition to occasionally gaining stats as you level up, your character gets two stat points of your choice every 6 levels. Where you put these in the early game depends on your character and often your plans for their future. Stat zero will eventually be a valid concern for some starting character combinations, but you don't need to worry about it yet.
Strength increases physical damage and alleviates some of the penalties of wearing armour. A strong choice for any physical attacker, especially those who (will) wear heavy armour.
Dexterity improves a variety of defensive stats, like evasion, shields, and stealth. For stabbers in particular, it'll improve your chances of landing a "stab" while unseen/unnoticed.
Some backgrounds begin worshiping a god, but characters without gods should consider which god to initially worship. Read the section on Choosing a god for more information.
Skills by background
Review the Skills page if you are not sure how to turn skills on or off. Life gets much easier for characters who focus on just a few skills while getting started.
Whether ranged or hand to hand, Warriors kill by using weapons or unarmed combat.
In order to deal as much damage as quickly as possible, all warriors should focus on training their primary weapon skill. Improve the weapon skill to at least 1.0 delay. After that, begin to branch out into Fighting, Throwing, Armour, or Shields depending on class and character design, but always leave weapon skill turned on during the early game.
Like the warrior classes, by far the main focus is to improve weapon skill. Cinder Acolytes can also invest a little in magic, but Scorch alone can only go so far. When Abyssal Knights begin branching out to other skills, Invocations should be turned on as well.
Enchanters should train Hexes and a little Ice Magic to increase the effectiveness of Ensorcelled Hibernation and Confusing Touch and put some XP into Stealth. You can ignore Short Blades until your Hexes have enough power to reliably mess up your enemies; if your stealth skill keeps up, you'll one-shot any sleeping foe for a while yet.
For almost all mages, the actual Spellcasting skill is not particularly important in the early game. It is much more important to get your offensive spells running, so casters should turn off all skills other than the necessary magic schools. Use 'I' often to check how easily you can cast your important spells. After failure rates for your critical combat spells are less than 10%, branching out into spellcasting and other magic schools becomes appropriate.
A small exception to this are spriggan spellcasters. Spriggans can use their considerable speed to escape almost anything in the early dungeon, so mere survival is not the necessarily first objective - consider Fighting to raise your measly HP.
Hedge Wizards and Venom Mages should focus on getting their low level attack spells and Mephitic Cloud to <10% failure rates. These classes, particularly Venom Mages, may wish to branch into a weapon so they can kill confused low-level enemies more effectively. Poison Magic's early spells and skill levels are quite cheap, and are often worth for their boost for survival and early game offense.
Conjurers can focus almost entirely on Conjurations. Searing Ray gives you good killing power in the early game and works wonders in corridors; packs of jackals, gnolls or orcs will succumb to it quickly. The Hexes skill is also used for Fulminant Prism, which deals great damage to nearby monsters after 20 auts.
Ice Elementalists should try and get Frozen Ramparts, which deals respectable and accurate passive damage, as soon as possible. In a similar vein, Earth Elementalists should get Stone Arrow to reduce their need for actual stones.
Necromancers should focus on their spells. If the character wants to dabble in melee, branch out to a weapon skill. Polearms (for reaching past your undead servants) or Staves (preparing for an eventual staff of death) are recommended.
Artificers should focus on a weapon, as their wands will have respectable power against early Dungeon monsters even without much Evocations skill.
Wanderers should wing it. Take a look at your early possessions and try to make a plan based on what you've got available.
Delvers can either focus on Stealth, until they make it up to D:2, or just start by focusing on a weapon.
In the early dungeon, most characters will find wielding a one-handed weapon with good accuracy to be more effective than trying to hit anything with a large, but slow weapon. Daggers and whips often have good brands on them, while hunting slings (with or without sling bullets) are universally effective in the hands of any character that can find them.
Once you have started training a particular weapon skill, you should usually favour weapons of that skill unless you find something incredible that makes the switch pay off.
Spell-using characters should avoid wearing anything heavier than a robe in the early game. Leather armor and bucklers may seem dandy, but in the early game, the greatest defense is killing your foe reliably and fast. Once you can cast your spells more reliably, you can consider upgrading to somewhat heavier armour.
Melee builds are typically spell-less right now, and should equip the heaviest armour and shield they can wear without seriously affecting their damage output.