If you miss the first one, just mash A-D (use two hands :)) and you'll be fine.
In the respawn area - just run past the portals without entering combat mode - those guys are too slow to catch you when you're running :) It takes some practice to get used to the combat, but it's easier than it seems at the beginning.
If you want to make those less fun parts easier, you can ger (MILD SPOILERS) fast travel device, extended life bar device, health regeneration device and two powerful infinite amo guns - one for regular enemies and one for bosses.

So, my final advice: don't rush it. Look around the town. Talk to people. If you miss the time slot, you can always try the next day, they'll wait for you :) The story is great, but side activities are at least equaly great :)

Thanks for that last bit of advice, I wouldn't mind making the king wait around for a while haha.

I just felt that the game is kind of rushing you frome one point to another... And you can miss some fun subplots and important items :)

Can anyone recommend any roleplaying games set in a fairly modern-ish era (like from the Victorian era onward)? Hopefully one without a Steampunk based setting.

Any recommendations at all for roleplaying games that aren't set in ye olde generic middle ages (and aren't set in a Steampunk setting)? Any at all?

Most RPG's are of the fantasy schlock derivative I'm affraid. =P
The few I know that aren't, are:

Fallout series
Planet Alcatraz
Space Siege
Space Hack
Well Of Souls (steampunk I think)
Vampire: Redemption (starts in medieval period though)
Vampire: Bloodlines
Jade Empire (not sure this qualifies though)
SW: Knights Of The Old Republic series
Mass Effect series

Well actually quite a few. =)

Thank you for the recommendations, I own some of those games already (all of the Fallout/Vampire The Masquerade games), I just need to get around to playing the first few Fallout games. I'll check the other games out!

I wonder if there is any specific reason why most roleplaying games are set in "ye olde generic middle ages" besides the fact that that setting has become rather synonymous with the term "roleplaying game".

I'm looking for more recommendations, this time I'm looking for simulator/strategy games like Civilization, but with the gameplay focused more on developing your nation, choosing policies, making your population happy etc etc instead of competing/racing with other nations. Games sort of like Democracy 2/Democracy 3. Any recommendations?

Bump...Any recommendations at all for games like Civilization but geared more toward developing your nation in depth like choosing/setting policies, setting spending/budget etc etc, like Democracy 2/Democracy 3?

Okay fine folk, I'm looking for a game with a very specific feel/setting, maybe you have some recommendations for me. I'm looking for a game that has a cybergoth/cyberpunk/industrial setting/feel, or a completely alien world, or just a completely unique setting/feel (IE: set in a jungle or a swamp). The more open world, the better, and nothing steampunk.