Yes, they made me wear this hot pink outfit to make you feel relaxed, but to be honest I hate it and it makes me want to kill stuff.
Did you bring a weapon? If not, it's ok to fight bare-handed, but maybe later go back to the combat training room and read the weapon guide.
Don't worry if you wind up dead. It's perfectly normal. Just return to the combat training room and get some of that health potion, or try casting a heal spell.
Now... are you ready to fight? If so, then:
attack the combat trainer
Well, that is unless I'm dead. If so then wait a while and I'll come back to life.
If you would like to practice combat with others, just explore around and try detect life.