Dota 2 is a highly customizable game, and while you should take your time to find what settings work best for you, there are a few things that are very benificial to tweak and learn about early on to have the best time possible playing the game.

Some of it requires some creating of autoexec files and tweaking launch parameters, but I'll go through it step by step to make it as easy as possible.

Launch Options

Dota 2 - Settings, settings and more settings

First up, there are some launch options you might want to add. To get to your launch options, go to your games library in Steam, right-click on Dota 2 and go to properties. Click on the Set Launch Options button and enter in your desired options. Here are a few that you might find useful:

Console Command: +con_enable 1

This enables the console to be brought up when you play. The default key for the console is the ` (back tick) key.

Console Command: -novid

This skips the intro screens that pop up whenever you start Dota 2 (the bald headed valve guy intro).

Console command: -high

This gives Dota 2 higher CPU priority when you are playing. I don't use this, but I think it might be useful for players with lower end machines.

As Snak pointed out, these commands will work on other Source games as well, so if you want to skip those pesky intro videos in L4D2 you can use these commands for that as well!

The Autoexec File:

Now this is a little more complicated but there are some extremely useful things you can do with this if you spend a few minutes doing it. Here's what you need to do:

Go to C:\Program Files (x86)\Steam\steamapps\common\dota 2 beta\dota\cfg\

Note, this is a general file path, if Steam or Dota is installed on a different drive, you need to find where your steamapps folder is and follow the same directory structure. For example, my path looks like this:

E:\Steam\steamapps\common\dota 2 beta\dota\cfg\

Once you are there, you need to create a config file with notepad. Name it autoexec.cfg. Make sure that its not autoexec.cgf.txt.

Now we need to fill it with useful commands. Not all of these are necessary, but I find them useful:

dota_force_right_click_attack "1"

This command is half the reason I'm writing this post. This is the single most useful change you can make to make your Dota experience more enjoyable. What this does is allow you to right click on friendly creeps when they are below 50% health to deny them. Normally, to do this, you have to press the 'A' key first and then click on the creep. Now I won't get into why denying is useful in this post, and as a new player you shouldn't worry about it, but I will say this makes it much, much easier.

I should note that you still need to A-click to deny towers and heroes, as this command only is a shortcut for denying creeps. You also have M click if you want to follow heroes/units, as this overrides that functionality.

dota_disable_range_finder "0"

What this does is add a line to show how far your spell can go. If you go out of range, the line will disappear. This is a bit hard to describe in words, so here is a video that shows it in action

It also demonstrates right click deny, and the next command I'm going to talk about!

dota_minimap_hero_size "700"

I don't personally use this one, but I know a lot of people like it. What this does is make the icons for the heroes on the minimap larger, which makes it easier to see what is going on in the game.

Misc Settings

Now I recommend going through the tutorial, but if someone else is teaching you or you are just fed up with it (it doesn't allow you to anything until you get through a third of the tutorial I believe), then you should be able to use the following command:

dota_full_ui 1

Just type that in the console and you should be good to go. If you want it to be permanent you have to add it to your autoexec file, though I recommend just finishing the tutorial. I believe you get some cool items for doing so.

Changing the minimap location:

Dota 2 - Settings, settings and more settings

If you are coming from LoL you might be more used to having the minimap on the bottom right corner of the screen. Or you might just prefer it that way as it helps avoid bad misclicks that are easy to do when you are on the radiant side. Anyway, just turn on Minimap Draws on Right if you want to do this.

Turn auto attack off:

Dota 2 - Settings, settings and more settings

One thing copied over from Warcraft 3 was auto-attacking. This was useful in an RTS game, but its not great in Dota. Having auto attack on means that you will automatically attack enemies that come within a certain radius of your hero. This can make it difficult to last hit creeps and can also reveal your location when you are attempting to hide. I strongly recommend turning it off.

That's it for now! These are all mostly recommendations. If they don't work for you, that's fine! As you continue playing you will find more ways to customize your game to make it easier for you to play.

I have to give huge credit to this Team Liquid thread for a lot of this information:

It has even more advanced ways to customize your game, so once you are comfortable playing the game I'd suggest giving it another read.