I've played a variety of game styles, including real-time strategy, but I've never played a turn-based strategy game. Since Arcanum seems to be a referent for most of you, do you recommend me to begin with this one? Is there another one more appropriate for newbies?
Thanks.

Its not a strategy game though, and the turn based combat is optional (it defaults to real time). For a turn based RPG this is a decent game to start with (The fallout series here on Gog are also great turn based RPG's [the combat is TB]).
For TBS Civilisation is the way to go in my opinion.

Obviously, I confused the terms (did I say I'm newbie about TB?). I don't like so much RPG's, but I am uncertain about what to expect from turn-based playing, so I will probably try Fallout first.
Thank you, Carlos!

Hmm - if you are really not into RPG's then Fallout may not be your cup of tea either (though I would suggest it anyways, everyone should play Fallout :p). For turn based combat games you could try Jagged Alliance here on GoG, or Lords of the Realm/Lords of Magic.
That all said I highly recommend Arcanum at some point - it may change your mind about RPG's :)

If you are looking for a turn-based strategy I would really recommend Heroes of Might and Magic 3 (or 2). Since you have played real-time strategies it would be a good comparison - it also involves resource management and recruiting armies instead of focusing strictly on battles. And it is simply a great game (no, I'm not saying it just because it was my first TBS :)).

Ivant: unless you're a patient dude I wouldn't recommend Arcanum as a game for RPG noobs. I would start with Fallout because the stats and interface is a bit more simple than Arcanum.
Either game I would recommend for someone curious about turnbased RPGs.

I would not call this "turn-based strategy". It is an RPG. It does not require chess-like thinking and planning, even when compared to strategy RPGs like Final Fantasy Tactics and Fallout Tactics. The sort of thinking combat requires is much more like you find in a typical RPG.
One thing that is important is out-of-battle thinking. You are expect to be able to make intelligent decisions outside of battle in a way RPGs like Final Fantasy simply do not. Don't expect to be able to just dash around from one goal to the next, fighting enemies and sleeping through most text, in either Arcanum or Fallout.
I echo what the other person said, if you are not into RPGs then I'd recommend playing Fallout 1 before Arcanum if you play either. I think there is a demo for Arcanum out there, which might be a better idea. It sort of depends on what you mean by "RPG", though. Arcanum is quite different from either a dungeon crawler or a Japanese RPG. Both Arcanum and Fallout focus a lot more on role-playing and non-combat solutions than most RPGs do.

Thank you all. Your opinions are very appreciated.
I think I'll try Fallout when I finish my two or three current games.