Some quick tips:
1. Like astrodood said, don't draw aggro, and if you do, get rid of it.
2. Hit and run, hit and run. That's basically what it's all about. Assassins can cause some pretty high damage coupled with conditions in a short period of time that can be pretty killer, but they can't tank, so you have to get in, cause your damage, and get out, whether you're shadow stepping or just running away.
3. Save up right away for the max armor. Because of the assassin's vulnerability, save up and get the max armor level (70) you can get, as soon as you can. Once you leave the island, you'll be swamped really quick.
4. Don't go combo crazy. With all the chaining that can be done with Assassin skills, the temptation is strong to put together a 4 or 5 skill chain, just 'cuz it's so cool. But you'll rarely get a chance to bust out the complete combo on someone, combos can get interupted, energy management is important and even more important is that those skills take up slots that might be better used for hex/condition removal and health (either for yourself or your teammates). Use a 3-4 skill combo and diversify elsewhere.
5. Be a team player. Another temptation for Assassins is to go it alone a lot and use up skill slots on things that only help the assassin. Bring a skill or two that helps the group. (Granted, it's tough to get into groups simply because of the very fact that you're an assassin, but as more and more people delete their assassins, the people who stick it out will get better at using the assassin and eventually - hopefully - dispell the idea that Assassins are just DP machines)
6. Useful Skills: Horns of the Ox, Falling Spider and Twisting Fangs are great skills to pick up (dual +28 hit & knock down, +30 hit and poison, and +20 hit plus bleeding plus deep wound), along with the Elite, Palm Strike (armor ignoring offhand touch attack that doesn't need a lead attack), which can be capped in Budek Byway from Kenshi Steelhand. (It's tough to get, but sooo worth it)
So far I've specialized in the Dagger, Critical and Shadow skill lines. One of these days, somebody's going to figure out how to make a great Deadly Arts build, but right now, those skills don't seem nearly as useful or "deadly" as those found in the other lines.