So with a traditional pen and paper rpg I have all of the different options layed out before me. I can look over all of the class options and make decisions on how to best lvl my character. How am I supposed lvl my character with out full knowledge of all of the different options available to me?

 

I am afraid to make decisions that I will regret later.

No matter what you're going to make mistakes with your build until you're familiar with how the game plays in practice, no just what looks good on paper.

 

Play and figure things out as you go along - worst case scenario if you ruin a build you can restart or hire adventurers to pick up the slack.

 

Or take a recommended build from someone more experienced for your first time, you can learn how to play with a safe bet and experiment later.

You will.  It is the big problem with the game.  Far, far too much is hidden from the player, from little stuff (what counts as a Vessel?) to pure mechanical stuff (how slow is very slow, as opposed to normal slow or extremely slow), to anything that isn't the level you're currently on.  

 

This will become simpler in time as various wikis are filled out, but it really should be part of the game Cyclopedia, which should be filled out with actual details not really vague statements about longer, longer, large and longer.  (see the entry for Recovery).  All the talents, abilities and spells should be in there, as well as the basic equipment details.  And it should be accessible through the main menu, not just in the game proper. 

 

As is, it is the biggest problem with the game.

 

As an aside, the character side bar (health, endurance, damage, accuracy, DR, Defenses) should have tooltip pop outs for how those values are calculated/what is currently contributing to the final value. 

Oh, you see, I just consult the strategy guide.

 

yes, I imagine the prepublished strategy guide is perfectly accurate to the current game build.

I actually consult the PoE wiki for that - which is pretty good in that regard.