Me and a friend will be having our first game hopefully next week. Just wondering what 4 characters would anyone recommend? Thinking Joe Diamond and Mandy, but not sure who else. Also, what tasks would be best for each character to concentrate on, and finally whether to choose Yig, Cthulhu or whatever? Its the original Arkham Horror set too.

4 characters are perfectly fine for your introductory game: they should grant you specialization and a load of options to really enjoy the game. Joe and Mandy are good characters; I'd suggest to add Gloria (to boost the OW experience) and Darrell (to boost the in-Arkham experience). As for the AO, Azathoth is recommended to start because the doom track is long and it comes with no special abilities of sort so that there's one thing less to worry about.

As for what each character should do... just try to follow the flow of the game, and think who can do best where.

I was considering Gloria, and was wondering about Mr Drake! But I can see why I should pick Darrell.

Dexter is an interesting character, but comes with problems. IF you have access to personal stories (they are included in the Innsmouth Horror expansion, or you can proxy them from the arkhamwiki online), then Dexter is good to go; otherwise he's quite weak