That's about it from the start. You might want to join a guild or religion though, it just livens things up a bit if things start to get boring.
Also, ask if there are any armies that need a new knight, or if there's an internal security force that needs more patrols. You might find that there's a large war going on, so grab as many troops as you can and jump into an army. It's a quick way of grasping some of the fundamentals of the game (more-so from what other people do and your orders, not what you'll do) and can boost your noble pretty quickly if your realm is winning.
For the internal security, it's a necessary job that lets you help out your kingdom while you get the lay of the land. Team up with a noble or two and go slaughtering monsters and undead. It's more fun than just sitting around the capital and boosts your noble a bit while you work out what's going on. Don't go in alone at the start though. That message system is there for a reason, and is the core menu of the game. Team hunting will let you appreciate co-ordinated movement on a smaller, more personal scale, and it's a good way of making friends in your realm.
At the beginning I recommend a good archer unit. They're not massively effective, but at least when you win you don't tend to take any losses. This is quite important at the start. If you lose, you may lose a lot, but you'll find that every unit loses a lot when defeated. At least you won't lose half your unit while winning the battle.