Ok, so:
Combo point are very important, you should track them. The more combo points you have on your target, the more damage you will deal. Other abilities like slice and dice are affected to the duration, the more combo points, the buff lasts longer.
You can read each spell's tooltip to see what's affected by combo points.
For the weapons, you have 3 talent builds(asasination, combat, and subtlety, though subtlety is a pvp spec). Each specialisation uses different weapons.
Assasination uses only daggers, with a slow dagger in main hand and a fast dagger in off hand.
Combat uses mainly axes and swords, so you should search for that because you will benefit more from those kind of weapons due to weapons specialization. And you have to use a slow mainhand weapons with 2.6 speed and a fast offhand weapon with 1.4 or 1.5 speed.
Put instant poison on main hand and deadly poison on offhand.
Subtlety uses daggers, mostly.
About the gear, do not buy low lvl stuff from ah, quests will give you items that you can use.
About the combos and rotations, there are the guides which explin you better which spells to use, search for the rotations in the guides, on each specialisation.
As for PvE, you will want to play combat, cuz it has the most damage output and it brings a debuff that increases physical damage taken on the target.
There are much more things to be said, but with time you will get to know them.
Read guides, read tooltips on spells, read about leveling options.
I hope this helps and feel free to correct me if I said something wrong.