Congrats on getting the game ! It's a good one, but has a bit of a learning curve. I recommend playing with a few demi's at first then picking a demigod and learning the skills for that one. I would have to recommend Beast, Erebus or Oak. Be sure to check the strategy forums for different builds. Also as of note, you can wear more than 1 of the same item (ie. 2 helms, 2 armors etc.) Most demi's are played with 2 helms, 2 armors and boots. (ig. Vlemish + Plenor + Banded + Nimoth + unbreakeable boots)
Other great items include:
Narmoths Ring
Sigils
Teleport scrolls, flag locks etc.)
If you play a general (oak or erebus) your first purchase should be monks.
Save your online favor points until you can buy Blood of the Fallen - which is the best favor item for most demi's (at least until you learn the game)
With that said:
Pantheon really isn't played that much bro. Most of the players are in the Custom Games. As a new player you will find that you will be kicked from most games. Don't get discouraged though. I recommend hosting your own "New Player Friendly" games and play them on cataract in 3v3's with default settings. (Although i do recommend turning AI gold to Low and AI hp to high)
Let us know if you need help !
Jongalt