said by Fluke :

I didn't see this mentioned and to me when I started it was the thing that caused me the most grief not knowing.

When you left click a NPC you select them and right clicking them you will attack them (when you are in range)

My 1st character was a rogue and I had to pick pocket a yellow NPC and I would right click him when I got close and I would attack. It took me a lot of times trying till someone told me the simple fact left clicking selects the target but doesn't attack