Just bought this game on GOG and was wondering if anybody has any general advice as I've never really played this style of game before and it seems rather tricky, to me at least. 

Read everything, plan your party ahead (in terms of leveling progression) and make sure it's balanced. Also save a lot.

You should start out as a fighter class. Pick fighter, ranger or paladin. They are easier for a beginner since they won't die as easy as other classes.
Try to max out your STR, DEX and CON. You really want all your stats to be 18 and everything else above 9. As a fighterclass, INT is the one stat you can put the lowest.
CHA will give you better rewards from sidequests and discounts at stores.
Steal what you can in the early game but try to play towards the good side to get discounts at stores.
Use potions and wands or just sell them to buy equipment. They wont do any good in your inventory.
Do many sidequests. The exp-reward is higher then mindless grinding and you want to reach lvl 2 as soon as possible.
Always have a rouge, a mage and a cleric/druid in your party. Rouges can open chests and find traps, clerics or druids can heal and buff the party and mages can just blast everything you encounter.
Find Minsc and Dynaheir. They are great characters.

Most important thing: Don't give up if this asshole keeps killing you early on. That dude's a dick.

The first few encounters are the hardest.  Welcome the first two guys you see into your party and if they die don't worry.  Realize demi-humans in AD&D are uberpowerful.  You don't get a decent cleric in the game until much alter and then may have alingment issues so consider a Dwarven F/C for example.