Two things:
One- There is a railway in the nether to the ocean. Anywhere near the spawn where you build a portal will take you to it, and you can just ride the powered tracks the whole way to another portal. You'll come out in a cave under the water (don't worry, there are stairs up), and just follow the instructions on the sign to sail your boat (you brought a boat, right?) to the little port. You can see the emergence point on the map as the little tower of burning netherack in the water. On the way back to the spawn area, you'll always portal out in Odei's keep. That is the way it is because that was the first Nether portal built.
Two- goddamnit I hate those goddamn experience orbs come fucking on man. I drowned, through no fault of my own (lag between my computer and the server, server thought I had not come up for air, my computer thought I had), and then could not recover my stuff because I died again at the bottom of the sea when that killer lag prevented me from swimming back up. Goddamn that's frustrating. I had like six stacks of wood (like tree blocks, not planks) that I was going to use to build a big ship, not to mention four diamond tools and a stack of glowstone plus whatever else. Man I am sick of this game being "In Beta".