OK, I admitt, I am confused about a lot of things. I am the type of person that likes things to be a "set path". With that said, I am loving WoW. My problem is, I don't know how to maximise my Hunter.
Here is what I have been doing:
I have a pretty good gun, and a pretty good 1-handed axe. I have my pet attack,(The Rake) and I cast Hunter's Mark. Once my pet attacks, I blast away. Sometimes the mob does come after me close to the end of the fight, so I get out the old axe.
Now, what should I do as far as learning new skills? Should I go with bows, 2-handed swords, 2-handed axes, duel wield? I am very confused, and I can't afford to unlearn any skill that does not do well.
Any help would be appriciated.

Well if your a dwarf, I would stick with guns since dwarves have a +5 to guns I believe. Remember, the hunter's main strength is ranged attack, so you want to spend a good amount of talent points into marksmanship. As for melee weapons, its all up to you and what you like. As mentioned earlier, a hunters main strength is his/her ranged, melee is there as a backup.

I'm so glad you wrote this, because i think i'm just as confused as you.

I'm only lvl 11 but it's my first character and i've only had the game for 4 days,

My question is, how do i get to use a 2 hand weapon or a shield? i've picked up plenty of equipment but i can never use then, is there a limit on swords etc. for hunters?

You have to find a weapons trainer to train you in the what weapon you want. Every main town has a weapon trainer just ask a guard to show you whrere one is. But hunters cant learn every weapon...they cant learn shields, 1h or 2h maces, or wands, i might be missing a weapin they cant learn but i think that is it.

No, rage, your correct. Hunters cant learn shields, maces or wands.

And btw, If your a dwarf and you have "The Rake" as a pet then your a far better player than you think. That, or have high leveld friends. Ive never tried it personally, but i imagine getting into Mulgore as a lower leved dwarf would be unbelievably difficult.

Yes, Dwarfs should stick with guns, and if your twenty then you should have the ability to learn the dual wield ability. Learn that as soon as you can, Its just a nice thing to have. As far as weapons, as leecho pointed out, its really up to what you think is cooler. But, when you are looking for a weapon with special abilities, I found agility is the best.

As for talent points, go all out Marksman and put leftovers into Survival. That will buff up your ranged attack to the fullest and also give you a little more strength in melee.

Hope that helps

one thing alot of people forget is that a hunters friend go in this order

gun
pet
Traps

you always want to drop a trap halfway between your target and the farthest away you can be from your target and still shoot it. start off with hunters mark, then send in your pet (make sure your pet has growl ON), just as your pet gets there fire off a Poison sting then a con shot then arcane. but don't just mash keys let your gun do it's job, to offten i see a new hunter re-apply poison to the target, you don't need to, wait for the target to loose the poison then re-apply. remember you are a hunter, you basicly stink at melee.

And always remember, when applying a freeze trap, dont apply a poison sting or any other DoTs or else the trap is useless. Any damage done to a person in freeze trap will release him.

ya i only use freeze trap while in PvP against a rogue or in a Raid Instance mainly UBRS

Oh yea, one other thing, if you have the rake as a pet then that is good. The rake has a very fast attack speed, which makes you the bane of every castor in the game. Having a fast attacking pet like the rake basically doubles the casting time of each spell. That is unless the mage sheeps it or it gets feared :(

dont know if this will help, but i responded to a guys post today and yours kind of reminded me of it. so, heres the link. if it helps, good, if not, well, sorry. but, at least check it out, should help ya.

http://forums2.warcry.com/read.phtml?f=400&id=745742

Confused? meh why?

Lets see....two worthy builds.

Marksman/Survival  31 marks rest in survival (to get the agil% bonus)

Or  Beastmaster/Marksman  

Im a beastmaster after 1.7 patch... and the play style is different cause you are using your pet as often as you use yourself.  vs send pet...use your skills while ignoring what your pet does.

now as for gear:  Agil gear ..period.   Hand weapons...depends what you can buy and up your agil abbillity.
Rarely I use melee in battle...usually to hamstring  to get a gap to drop a trap on my victims in pvp.

2 handed axe I chose for the fact when it crits it crits high...but really hand weapons I would not worry so much about....just get what has the best stats.

As for ranged....buy what is best ...the +5 ranged skill just means you will miss less vs someone equal to your level....the advantage as dwarf isnt table turning in pvp.   I use a gun only because its the best I can get "Flawless Arcanite Rifle" which I made...I also make bullets...which are 17.5 dmg a pop vs 16.5 for ice bullets from frostwolf fame....15 dmg I believe for NPC bought shells in regular towns.

there is a slew of info on hunter forums vn boards...its actually really civil on the class forums there and tons of info....i mean tons.   Talent calcs,pet calc, spec advise.  Just avoid the  general boards there.....its flame city and trolling city there...unless you been there a while....you will probably get into spats for a while till your post count and rep go up.

anyway....dont be so overwhelmed by hunter class....  checkt he forums out that I suggested....

i didnt read this whole thread....but I do think you need more resources of info...so i provided some.