I would go into the Gameplay Options and turn most of the feedback on - that way you will get text on what is happening.
If you're not against a lot of pausing, going into the Options and then Auto-Pause section and turning a bunch of the auto-pause on (especially enemy sighted, trap found, weapon unusable, target unavailable, and spell cast) will help get a handle on all the different things going on and will stop you from running over a trap that your thief detects but you didn't notice until you triggered it (common at the beginning). If all the pausing bothers you then don't worry about it, but it's the best way to learn at the beginning.
It is possible to have characters with 2 classes, but humans and non-humans handle it differently. Non-humans (elves, dwarves, etc) are multi-class, which means they have their 2 classes both at the same time. Any experience they get will divided equally between the two classes. For example, an Elven Fighter/Mage with 200,000 experience points will have 100,000 in each class. Humans do it differently (called dual-classing) - they start with just one class, advance in that class up to a certain point, then they completely switch over to another class. Their old class abilities are completely forgotten until their new class level exceeds that of the old. For example, a human starts out as a thief, adventures until achieving 5th level, then dual classes to a fighter. At that point, they are simply a level 1 fighter (a few other restrictions too). Once they achieve 6th level as a Fighter, their 5 thief levels (and associated skills and abilities) are reactivated. However, they only advance as the new class, the old class is locked in forever at the point the character was dual-classed (in this example, 5th level Thief).
In general in terms of your party, you'll want at least 1 full wizard (full = "wizard who advances only as wizard"), at least 1/2 a cleric (1/2 = a multi-class who one of the two classes is Cleric, such as Fighter/Cleric or Cleric/Ranger), and enough thieving points to be able to Open Locks and Find/Remove Traps. For Thieves, there are a ton of different skills and abilities, but those two are really the key ones. In general you'll only need between 5-7 levels of thief to get the points you need for that.
For a starting player, I'd recommend this general mix of classes:
- at least 1 full (single-class) melee fighter-type (Fighter, Ranger, Paladin) with no weapon or armor restrictions (no Kensai kit, no Beast Master).
- at least 1 full wizard (humans who have dual-classed from another class TO Wizard meet this)
- at least 1 full Cleric (an experienced player can make do with 1/2 or none)
- one character with enough thief points to get to 100% in open locks and find/remove traps.
and then you can fill in the others with what makes sense.
Stay away from using a Sorcerer as your PC since you won't know what spells are good in your party mix and which are not during your first game.
One thing that has frustrated some newer players is that some monsters need magic weapons to hit and some more powerful monsters need a certain level of enchantment (e.g. +2 or +3 weapons) to hit them. Some are immune to certain types of damage (crushing, slashing, missile, piercing). If you see "X is immune to my damage" or something like that, you'll need to switch types of weapons, try spells, or just wait until you've got the necessary weapons to handle it. The feedback can be generic sometimes so knowing ahead of time can stop some unnecessary banging your head against the wall.