A couple of good rules to follow:
1) Hit Points are only for people who make mistakes. Avoid making mistakes. Seriously - be cautious! You'll be amazed where that gets you.
2) Talk to the GM and other players. If you're the only newbie, it helps to say something like "hey, guys, can someone look out for me?" or something to that effect. Use social engineering! Find a survivor and buddy up.
3) Spend your money on surviving. If you make GP in a dungeon, don't spend it on that shiny wand of flashy but useless effect #236. Instead, spend it on healing potions, defensive spells, and anything that gives you a much-needed plus.
4) Help friends! If you're a fighter, flank so that the rogue can get sneak attack. If someone goes down, heal them with whatever you've got on hand. Remember that the more happy friends you have standing, the less likely something will be able to focus on you... and the more likely they'll be able to help you should something go down.
5) Ask questions. Sometimes, GMs don't give us all the information we need. Asking questions gives you more information to work on... and often makes the GM like you more, for paying attention to his/her campaign world. And happy GMs are less likely to brutally murder you (in game, at least!)
6) Avoid monks and bards. Those guys just die. Like, all the time. Also, avoid wizards if you're just starting out, because those guys require a bit of finesse. Also, if your GM is strict, avoid Paladins, because you'll just wind up getting screwed the second you try to, I dunno, hold onto a movie rental an extra day without paying late fees ("that's unlawful behaviour!").
7) The golden rule: A feat that will benefit you now but not be too useful in five levels is better than a feat that is useless now but is necessary for your build five levels away.
8) Try to be clever. Not only does a clever solution make the game more fun to play, but it also makes the game more fun for the GM (at least, I enjoy it more as a GM). Not only that, but sometimes, a clever solution will perplex the GM and their response might not be as well thought-out as those devious traps they were working on, and this can only work in your favour.
9) Know your abilities. There is nothing more annoying than the wizard who casts sleep on a skeleton, or the cleric who tries to turn an elemental. Know what your spells can do, and try to imagine the best situations to use them.
10) Don't hog the spotlight! A lot of newer players try to be centre stage in every encounter. I remember running a game where the party wizard tried, in one session, to pick a lock, sneak up on some guards, and duel two orcs. Not once did he ever try to cast a spell. This is a common mistake among newer players - RPGs are not video games where it's all about you. Look at what your character can do, and if it helps, write this in big letters at the top of your page. Then, if you're in a situation, ask yourself "is this what I'm good at?" If it's not, is someone in your party better suited for the task? If no one is, instead of trying to do something, ask yourself "how can I use my talents to better accomplish my goal?".
Those are ten good rules to start with. Without knowing too much more about you, I can't give better advice, but those are at least somewhere to start.