Where can I find the Telvanni?
You might find them around Heimlyn Keep, unless they are busy in other spheres. Should it be urgent you can always contact them via magical means:
|port 6667 for clients
port 9000 for web access
|password: Tel Teamspeak
I have no idea about your setting, where can I start?
Feel free to browse the Wiki. You can find it in the top navigation bar.
Who is important? What do the ranks mean?
It is rather simple. Treat everyone how you would want to be treated. You can find an explanation of the ranks and a who is who here.
What's the right way to address a Telvanni?
How smart of you to ask. You have potential, I see. Well, you should practice your basic Dunmeri.
How do I talk to the wizards? They are all so terribly busy!
I would suggest you watch them first, so that they do not consider you to be a waste of time. Or maybe you fill out one of these sheets yourself. They might browse them if they need experts for something.
If you want to get some general input, I would suggest that you look here.
I am new to this Roleplaying business and have no idea where to start. Please don't kill me!
Of course not. Admitting that you have no idea is the first step on the road to greatness. Don't be shy. Ask around. We all have started as apprentices. Even Neloth, a few milennia ago.
A good place to start would be the character templates forum that contains very basic character suggestions that you can look into. Feel free to slip into one of them and start right away, or use one that you like for further customisation.