What versions of D&D have you played before if any, and if you have, what classes?
What feats did he give you? Any special equipment that he's started you off with?
I would start here.
Paladins are typically melee combatants, almost always. You'll have a mount, who can be helpful- or a big pain in cramped quarters*. You don't need to be super zealous and one-dimensional in a fight against evil; you can have doubts, trust issues, and questions about what is right.
Lawful Stupid is bad!
I don't optimize so I can't help you there. What kind of Paladin are you playing? Is he or she based on film or book characters?
* You could have a super cool sword, but I like the mount idea. If you are dungeon crawling the sword may be a better choice.
A Paladin can also make a very good archer (which has the advantage of all full attacks all the time)
I tend to favor the weapon bond over the mount unless you're going a pure lancer (which often has a few problems)
https://docs.google.com/file/d/0B9vv1a7v3y5BT1dKLUZ0Qmh4Vmc/edit
has a lot of information about paladin builds (I haven't really checked how up to date it is)
A lot of how to play the Paladin effectively comes down to what the character has been built to do.
If you've been set up as a melee attacker most of the time you'll want to be power attacking.
Pick tough creatures to use smite on (you really don't want to waste it on targets that go down easily without it...
So my friends have been playing pathfinder and they invited me to join. I picked to play a palladin. The DM made him for me and im starting at level 10. What are some things i need to know about my class so that im not completely dead in the water when i start?