The three skills a Paladin have are Defensive Auras, Offensive Auras, and Combat Skills. Since you're already starting out as a relatively good fighter, defense is what a young Paladin is thinking about.
The first thing to concentrate on with a Paladin is Prayer. This is the ability to use mana to heal yourself. The mana naturally recovers, where health does not, so this seems a fair trade. Once you get a few Prayers under your belt, go to Sacrifice just as a means to move on to Zeal.
Another Defensive Aura to watch for is Defiance, which becomes available at Level 6. Defiance gives you and your party a 70% bonus to its defense. Always a good thing! It doesn't cost anything to run, either.
A good Offensive Aura to look at is Might, which gives you 40% damage. Also look at Thorns, available at Level 6, which reflects damage done to you back at your attacker. "Go Ahead, Make My Day." It starts at a whopping 250%.
The ideal weapon for a Paladin is some kind of scepter, because many scepters are enchanted to give bonusses (bonii?) to Paladins.
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