Introduction

In a roleplaying game, players create characters using the rules provided, then takes these characters through dramas and adventures. These adventures are told through a combination of the wishes of the players and the directives of the GM.
In a lot of ways it resembles games such as How to host a Murder. each player takes the role of a character and engages in a form of improvisational thatre, saying what their character would say and describing what their character would do.
Most of this process is free form - players have their characters say or do whatever they like, so long as the dialogue or actions are consistent with the character's personality or abilities. However, certain actions are best adjudicated through the use of dice and the rules provided by the GM.
Whenever rules and story conflict, the story wins.

Character creation
Putting some effort into your character concept pays off almost immediately. A good concept gives you a powerful base to start from, which can only grow and become more stable as you develop them. Creating a solid idea behind your character's Nature and Demeanor gives you extra roleplaying options, and makes it easier to roleplay them since there is more information and life experience to draw from. There are few things more frustrating than a boring stereotypical character sticking out of a good Chronicle. Alternatively, good characters combined with a good Chronicle result in an excellent roleplaying experience.
This said, get used to not knowing things which your character wouldn't know - a lot of the mystery and suspense of the game is gone if the Storyteller tells you exactly what's going on, or fills in background information that the characters do not discover for themselves. Even the creators of the game don't tell you everything in the books. This creates a lot of freedom for both the players and the Storyteller, but admittedly can be aggravating if wielded improperly. Not knowing things means that people want to find things out, and if your characters make a valid, decent attempt to learn about the World of Darkness, they should be rewarded by the Storyteller. A little bit of extra experience never hurts.