Before you run off to fight, it is recommended that you bring the following: a weapon and some armour (Smithing), a good amount of food (Cooking and Farming). If you have a house(Construction), store everything else you have: tools, gold, resources etc.
Once you are ready to fight, head off to Valera, click on Training Grounds. There will be the options to fight:
Rats (level 1)
Giant Spiders (level 2)
Gnomes (level 4)
Pick rats, you should now be in combat against a rat. Make sure to keep your health up; if you die you will lose everything in your inventory and everything you have equipped, however, you will keep all your gold. After you have killed the rat you will get a message saying "The Rat died. You got 5 *selected skill* experience." If you think you have enough food, press Fight all creatures and continue fighting until you start running low on food, at which point you should stop fighting.