I'm thinking that you just got out of Irenicus' dungeon, so I'm writing the response accordingly.
The beauty of BG2 over BG1 is that there is no definite place to go right off the bat. I suggest you poke around and explore. The most harm you could get into is that you run into a fight that's too hard to beat, but you save often, right?
Now, someone's probably going to respond to this post (or will have responded to this post by the time I've typed mine) with an Ironworkers' Guide To Athkatla or somesuch. All fine well and good, this is not solely my forum. However, if this is your first time playing BG2, you might want to
disregard most of the advice your fellow forumgoers give. It's much more fun figuring out things for yourself.
At any time in the future, when you're banging your head against a puzzle or challenge that you just
cannot beat, give us a call. If you're looking for all the answers, I personally will only give hints.