All of the advice from Eridanus is very good.
Another good piece of advice is to check your email at least once a week,
and read the Times. If you get a note from your local Paranoid Alliance,
read it and answer it! Several alliances have a "contact us if you move
through our terriotry" policy. I don't believe anybody would attack you
outright if you didn't, but they WILL sometimes write you and ask your
plans. The Lords of the Crown have been known to attack at least one noble
(one Baldwin by name) who never bothered to answer his mail. To be fair,
we have a similar policy...we just haven't gotten around to implementing it
yet :)
If you happen to be in or near a War Zone (ie Yellowleaf and Harn), it
certainly never hurts to contact the warring factions and let them know
where your nobles are. Believe me, if you can document that you have done
so and you are a newbie, and one of your people gets attacked anyway, there
will be a FIRESTORM of people offering you aid. The Big Alliances agree on
precious little in the world, but if there's one thing that we agree on,
it's that newbies should be protected and nurtured. But if you don't
notify anyone and a scry shows you in the wrong territory, you could easily
become a side casualty. Find out who the Alliances are in your area, and
take the time to make yourself known. If you move into a place that's
garrisoned to a castle, it never hurts to drop the castle's owner a line.
Perhaps he'll offer you a place in his alliance, or perhaps she'll have a
job for you to earn some cash.
The Illustrated Man