You get sent to the Arena when you create a character on any server? If so, then maybe you are somehow missing the required zone files for normal zones. Did you install SoF directly from the retail disk?
On EZ server, I think you should start in Surefall. If you are having more issues there, I would suggest sending a /petition to the GMs while in game, or posting about it on the EZ forums. I think their new forums are at:
http://ezserveronline.com/forums/