'''Create a [[practice doll]]''' and equip a shaft and right click the practice doll and select 'practice'. This will make you start to attack the doll and periodically increase your overall fighting skill. This is not immensly fast, and will only work till you reach 20 Fighting.
'''Make a weapon''', preferably a longsword. This will require access to a forge and the related equipment, but it is advisable to start off with a longsword to defend yourself first, but..you can always use the short start sword you received at the tutorial if you wish.
Weaponsmithing is not an easy skill, it is advisable to ask if someone can provide you with one. You can generall make a 15ql sword with 10 weaponsmithing.