Be quiet when you enter buildings, make noise and the sleepers will wake up. So be prepared, you use a gun, you will wake the whole town, then you will have lots and lots of zombies after you.
The biggest, baddest, most dangerous zombies are the irradiated zombies. They drop no loot or it is crap loot.
Stay out of the wasteland and burnt biome until you have some experience, there are bombs in the wasteland, also dogs, vultures and snakes. Desert has snakes and vultures, sometimes wolves, plains and forest has all of them, snow biome I don't think it has snakes, but it has the rest.
Expect to die a lot at the beginning, see it as boot camp, learning experience.
Another great mod for new players is War of the Walkers, make sure you chose the one with the bigger backpack, I can only remember it has something like BB something of the two choices.
The most important thing. Remember it is just a game and have fun.