Taking an item
Good job! You'll notice that when you opened the chest, a window popped up showing the contents of the chest. You are going to want to use the club contained inside.
To do this, you need to take the club from the chest, then equip it. So, close this window, then right click on the club and select "Take", or simply click the "Take All" button on the container window. Alternatively, you can click and drag on the club and drop it on your character's portrait in the upper right hand part of the screen.
Remember that you can use the "Log" button to see a history of all tutorial messages.