Welcome to the game..here is a very simplistic start for you.
I'm assuming these are all war glads sooo.....if they are heavy on strength go with 2-handed weapons or pole arms. If they are a good mix of strength and agility go bashing weapons (axes and maces..ect..) if they have high agility and intellect go blades.
After you pick there weapon skill then stay with it till you get that skill to level 10. This will take awhile but is worth it. And set your activity level and bloodlust way down until your glad quits falling over himself.

Also another nugget for you. Avoid Arena challenges for awhile..these will just cost you gold because of these glads tendency to cause injuries and death at a high rate. Hope this helps. Good luck