layer = QgsVectorLayer("LineString?crs=%s&field=myField:string&index=yes" % "EPSG:21781", "Memory layer test", "memory")
QgsMapLayerRegistry.instance().addMapLayer(layer)

f = QgsFeature()
fields = layer.dataProvider().fields()
f.setFields(fields)
f["myField"] = "what is going on?"
f.setGeometry(QgsGeometry().fromPolyline([QgsPoint(0,0), QgsPoint(1,1)]))
ok, of = layer.dataProvider().addFeatures([f])
iface.mapCanvas().refresh()

mf = QgsFeature()
if layer.getFeatures(QgsFeatureRequest().setFilterFid(long(1))).nextFeature(mf) is not False:
    print mf["myField"]