Instead of begging ill tell them its a donation if begging is illigal, thats what I meant.
As shane3x mentioned, begging other players for zeny, items, gear, etc. is not by any means illegal, but you probably will not receive a favourable response. You're better off asking players for ideas on how to farm zeny and items on your own rather than asking them to "donate" to you. This way you learn the ins and outs of the game, and won't irritate other players who typically don't respond well to people begging for free things.
Keep in mind, everyone was a newbie at some point! You just have to work your way up there...