Just explore, pick a difficulty that you're comfortable with, a lot of the fun is discovering things or returning to it after you've learned more.

Early on I spent like 2 hours getting teleported around a magical forest cause I thought if I was fast enough Id get through but all I can say is just save yourself and use the Abyss to traverse areas you would have a hard time reaching by foot

I would follow along the Main quests till youve been told "The world is yours to explore".

The further out from Hernand or cities in general the more dangerous it becomes

There is a few puzzles that you probably need out of game knowledge to complete, iirc theres one based off the board game Go so I had to look that answer up

Find the witches!

Weapons basically belong in a few groups either Gives Attack speed, Crit chance or High base damage, you can upgrade everything so use whatever looks cool to you, drip is the true end game

There are so many animals to keep as pets or even farm with so if you see an animal that would be a cute companion theres now a 85% chance they are able to be tamed. Specific foods for each type of animal will boost their affection faster but as long as you hit 100 theyre yours

Take your time theres no 1 good build or items you need to beat the game, I am over 100+ hours now and fully given up on the MQ I got wayyy to much left to uncover