This guide explains the formula you should look to follow, so you don't have to waste time on things like learning the UI or knowing exactly how to get EXP. The general formula for efficiently leveling to 45 is as follows:
You can ignore all other aspects of the game while you focus on the first main quest. The quest line will take you directly to the first dungeon.
Continue running the first dungeon until level 22. You do this as opposed to continuing the main quest because the main quest has level restrictions at certain parts. It's more efficient to grind the dungeons rather than risk getting level locked halfway through the next part of the main quest.
After hitting level 22, head immediately to the second dungeon and continue grinding there until level 31.
Once you hit 31, you can go back to doing the main quest. Dungeons are no longer worth it in terms of EXP. The most efficient EXP is grinding elite mobs, but those will probably be packed for the first few months. Your next best options are side quests and monster books (regular grinding).
1. Complete a main quest. You will be level restricted and need to get about 50% more EXP to get the next level.
2. Complete the nearby side quests. The main quest will put you in locations where the side quests in the area give you fitting EXP.
3. Grind mobs and do monster books IF the side quests did not grant enough EXP for the next main quest.
4. Continue with the main quest once the level restriction is lifted. Repeat.