General Links
d20pfsrd.com is the comprehensive resource for Pathfinder material. You can find just about everything here, from spells to items to classes.
The wiki is the compendium of Pathfinder lore and world-building material. If you want to know more about Heldren, Taldor, Iomedae, or anything else on Golarion, look no further.
Here you'll find character sheets, spell sheets, the Reign of Winter Player's Guide, and a reference document that tells you a little more about how checks, saves, DCs, actions, and other confusing Pathfinder things work--in a concise, readable way!
The Inner Sea region is one continent on Golarion; you're in the small strip of woods between southern Taldor and northern Qadira.
Building a Character
Many players in the community have helpfully written class guides so that new players can get a sense of how to build their characters, from spells to feats to skills to gear. You'll find class guides for the Fighter, Shaman, Bloodrager, Ninja/Unchained Rogue (they're almost the same), and Bard here.
There are simply too many feats in Pathfinder--an overwhelming number. The Feat Handbook is an indispensable resource that organizes the thousands of Pathfinder feats into neat categories based on what your character is trying to do. Melee Cleave/Vital Strike build? Gotcha. Improvised thrown weapon build? Here you go.
Just as there's an unwieldy number of feats in the game, there's an unwieldy amount of gear. It's easy to overlook the essentials, but the Gear Guide helps with the mundane and alchemical elements of an adventurer's kit.
Wondrous Items are the magical items of the Pathfinder universe. Many have benefits that are wonderful for specific classes, but lackluster for others. You'll want to be familiar with some of the Wondrous Items that are best for your class.