The Nameless One is a unique character, completely unlike anything you've probably encounered, much less controlled. Uncovering all of his mysteries is one of hte fun parts of the game, but we can give you some basic information on him and the other characters you encouner in Planescape: Torment.
A strong arm, a quick mind and nimble fingers are all requird to help the Nameless One solve the riddle of his existence, so you should become intimately familiar with your character's abilities.
One's orientation to the world will not only affect your own actions, but the actions of those that you encounter and those that you invite to travel with you. Look here for an explanation of the game's alignment system.
There are millions of different races across the multiverse, and Sigil will give you a fair share of them. This complete index will give you all the information you need to prepare for your dealings with each race.
Magic is in your very being and an integral part of Planescape: Torment. This section contains detailed spell information.