First, I hope you've played at least the first few missions in single player :)
I'd say that Conquest mode is the easier of the two modes to get started with -- you're less likely to be thrown into a hugely-stacked game since even an outclassed team can still sneak around and capture a control point.
As far as a starting role goes: medics are everybody's best friend. Bind keys (or extra mouse buttons, anything easy to reach) to the gadgets so you can very quickly switch to the defibrillator tool and revive your squadmates. Drop a medkit behind cover, near your squadmates. Most importantly -- stick with your squad, watch their backs, and if everybody dies there's no shame in hiding in cover so they can respawn on your position. The XP you will earn from keeping your squad alive can get massive, especially at lower ranks.
Alternatively, if you're playing a vehicle-heavy map like Atacama Desert, engineers are a valuable asset. Repair, repair, repair and lob rockets at anything that can shoot back.
Finally, and this applies to all roles: Spot. With a single key press (Q by default on PC) the enemy you're looking at, no matter how far away, will be lit up for all of your team to see. You can't pound on the key all the time -- there's a hidden "cooldown" timer to prevent spamming -- but every little bit counts, and there's great satisfaction to be had in spotting a sniper and immediately seeing all sorts of little bits of metal flying in his direction :)