For those that didn't view the previous link to being with your D&D campaign you must first understand the basics. These include the difference between dice which are often referred to by the # of sides they have an example would be a D20 which has 20 sides. Secondly, your character has many stats, most of these are predefined to an extent on in the PathFinder or Dungeons & Dragons guides, the latter of which was linked above. Finally this is a game after all, and a roleplaying game (RPG) at that so have fun and bend the rules a little! For more information see the introductory guide at the top.
To being character building you'll first need a class, these include things like a ranger, fighter, mage, cleric, etc. Secondly you'll need to choose a subclass which are outlined on D&D website. Some of the more fancy ones are Bloodrager, Artificer, and Warlock. You can mix and match, but for simplicity use the guides when you are first starting as they make the journey much simpler.
When creating your character you will have to choose between one of the five alignments. There is chaotic which is usually tied to being evil, there is lawful which is usually tied to being good, there is good, evil, and neutral which can make for a variety of choices on your campaign. Now you decide whether your hero, or villain will be inherently good or evil. Of course you'll be able to discern what a class is and what races are available after reading the aforementioned guides. Of course this is open to your creativity, so have fun with it.
This is how you should start out, but many players will as mentioned have previously played the game differently. For example you could start out as a powerful wizard that's level 40 but suffering from amnesia and must journey through the realm obtaining artifacts that house your memories via strong enchantments or binding spells. Another campaign could pit you against your friends at the beginning, only to be united against an even greater threat. Most journeys have a quest giver, and a daring or tempted soul to complete this quest.
Whether you play alone or with a group is largely up to you. In my experience though the game is best experienced in a group, the more the merrier. You could travel to the nearest hobby store which often host D&D groups or you could try an online forum, and of course you could play with friends or family. If all else fails there are guides that will help you to create your very own campaign as well as a party of companions.
As you begin your journey depending on your level of creativity and immersiveness this can vary greatly. But for most campaigns you will start out near or in a town that features a quest giver and gives the player the ability to explore their surroundings and reinforce their trust, or lack thereof in their companions.
Perhaps you have fallen in combat, and there is no-one nearby to resurrect or revive you and you perish tragically... There are a few possibilities, for one you could make a saving throw that allows you to survive by the skin on your teeth, or if you do happen to die then you could create a new character or take on an already made character that was previously played by your Dungeon Master (DM).
Here are the various sources I used to craft and mold this website which include but are not limited to images, some information including an artist statement, and of course some code that helped shape this project