Did the same a few days ago. It was all fun and giggles til some ill-mannered rhino farted all over me. Talk about a warm welcome!

In all seriousness, though, it really was fun, but - as you said - pretty confusing. That's probably due to a combination of my PL noobiness and the size of towns and amount of NPCs you already mentioned. I also found the targeting system weird. Finding a free vanity in my stash was a definite plus - and there's some cool promo codes that grant you vanities instead of lvl 1 gear.