1- How do I know how many times I can move before my turn is over?
When you select a unit, look at the bottom UI bar. On the left hand side is the "Vitals" display, which has an entry for Moves. This is how many tiles that unit can move during a turn (I think forests count as 2 moves per tile?)
2- when I get a quest it says the person points out the location on the map but darn if I see it lol. How do i get to quest location like the escort quests?
Unfortunately it's not the easiest spotting them on the 3D map until you get used to how they look. For now, zoom out to the cloth map and the quest destination will be a tile with a very yellow graphic.
3- is there any special things you guys do first when starting out? What is good to research and build etc? thanks...
I've mostly been playing campaign (what little playing I did), but in the beta you would rarely go wrong sticking to the Civilization tree for a while, to get some housing improvements, as well as money-making improvements. Your second important category should be Warfare, it helps to have combat units early as it's a bad idea to leave undefended cities.
The rest.. play around and see what you like 
Even for us beta testers the tech trees changed a bit.
