A lot of it is getting used to the interface. By default, a right-click will toggle you between first-person control and dialog controls; are you in the Ubuntu client, or the Windows client?
Regarding the character jumping too high/fast, yeah... that happens, especially if the character you designed is a 'jumper'. I've found it's much better to go with a winged creature, and check the "can fly/glide" box. Makes it SO much better.
To remove stuff from inventory, just go to the F4 Inventory dialog, and drag the items to the circle-arrow button.
About building: If you want to get started on it, go to the "Game Manual". There are a couple of walkthroughs to get you going; for the rest, it really just takes a lot of questions.
I'll mention the sound issue to Dave H. (Hazeron creator).
Tips: Go through the "Hand-making a flag" walkthrough, that's your first step. Use it to establish a town square, and then place a stone quarry/mine. Once you've gotten a bunch of stone, create a few homes and farms. Once those are in place, your town will start acquiring citizens, and they do all the building work; you just place the spots for each type of development.
Your other option is to wait a couple more days. The "Post Terran Mining Corporation" empire has a couple of cities already in progress, and may have rockets/cars/motorcycles/etc. ready for new players.

"You seem a decent fellow, I hate to kill you."
"You seem a decent fellow, I hate to die."