Compared to other MMOs, I think that DDO is complicated. Stacking rules? Multiclassing? Multiple Attribute Dependency? Metal-based Damage Reduction? Other games don't have these. Not to mention that it's a real-time combat system with no turns, and a multi-player one at that.
A new player coming through Korthos gets all these neat little tips, but a new player rolling up a Bladeforged, for instance, doesn't get any of those. Oh, the equipment you get is good, to be sure. Being able to roll up a level 15 character lets one get into the interesting content really quickly.
However, there is a huge gap, in terms of difficulty, between running Korthos on elite and running the Web of Chaos chain on elite. When completing Korthos, you discover things like 'traps can kill you' and 'how to find a spirit binder'. But the Lord of Blades just creates his paladin minion, raises him to level 15, then kicks him out of the house to fend for himself.
Imagine that you're starting to play this new game. You buy this AWESOME-looking character that you can level directly to level 15, you load up the game, follow the prompts and level up your new Bladeforged character. Then after you figure out which equipment in your inventory goes where in your equipment slots, you finish making your character and go outside. YOU ARE SO BADA**! ....until you try to run an elite quest (oh, that sounds fun!) with a bunch of guys who have these wing-like thingies around their names. Then, after you die a few times, a very annoyed party member tells you that you need to start healing yourself. You ask how you're supposed to do that, since you've run out of Lay on Hands charges. (or something like that. There are plenty of mistakes that can be made). You become really embarrassed, and when the quest is over, whether or not it's successfully completed, you get kicked out of the party. You decide that this is not fun at all. (and I doubt it would do anything for your self confidence, either). You wonder if maybe you want your money back, and if you should try playing another game.
Okay, the above paragraph is a bit generalized, exaggerated and definitely represents a worse-case scenario, but I hope that it illustrates my point.
At the very least, there needs to be an NPC in the Iconic character creation area who can explain basic game concepts to the new player, and possibly a training dummy. Really, this is a game that kids in middle school or even elementary school play. If you don't put instructions in front of them, they aren't going to looking for them, most likely.