So, you've just installed the greatest combat RPG ever created; Vampire the Masquerade: Bloodlines, and you're ready to sink your fangs into the necks of mortals, rid yourself of rival vampires and blast away the terrifying werewolves who roam the City of Angels and its outskirts.
Great!

"But hold on, this game is weird", you think as you click 'New Game' and prepare for a customisation screen with slide bars and colour select.
Instead you're asked what clan to join. "Clan?" you ask yourself.
Yes, clan. VtM is running off Whitewolf's World of Darkness, which is a D10 role playing system. Each clan represents various strengths and weaknesses in a way that is more like a class-and-racial-trait in one.
As such, selecting a specific clan will largely predetermine your playstyle of choice to come. This does not mean that selecting clan Brujah forces you to focus on and build towards a mêlèe fighter, but it is certainly not a bad idea. Which clan to pick is entirely up to you as the player. All I suggest is not picking clan Malkavian on your first playthrough, as to avoid spoilers.
Now that you've selected a clan you find a dull sheet with buzz-words and five dots, four of which (typically) are blanked out.
To create your character, fill out the dots of each group as stated on the sheet itself. Various clans will have various available dots to each group of attributes and skills, as will be listed on the sheet during creation. To the very far right is another list showing set scores. These are affected by attributes and the skills that you fill out to the left. For instance mêlèe damage (not unarmed, which goes under Brawl or Unarmed); the skill of using weaponry such as batons or fireaxes, is affected by your Strength attribute combined with your mêlèe skill. The higher the number the stronger effect when playing.
When hovering your mouse above any skill or attribute, the score on the right will be highlighted to show where to increase your score in specific areas, and vice versa.

Select which skills and attributes you wish to start with 2-3 points in, select a name, and get ready!

Now you're playing the game (after the short cutscene, of course). Take a look around and get familiar with the controls. Notice that you may jump in this RPG, and that you will some times be required to crawl about on boxes and similar (and depending on what type of game you're used to, this might at times seem like you're required to wall-climb).

Notice: VtM:B was released in its beta stage due to Troika going bankrupt. As such it is filled with bugs that are not dealt with through official patches. I recommend downloading the latest unofficial patch as well as the mod "Camarilla Edition".
If so, make sure to deactivate Steam's auto-update feature, or Steam will recognise the versions as wrong and attempt to update the game, resulting in the undoing of the unofficial patch as well as the "Camarilla Edition"-mod.