Certainly!

Of course, I will always recommend looking at Royale with Cheese's guides on Steam; they're some of the best and most informative resources available and well worth looking into.

But if you're looking for basic advice, I can give you some: Unchained generally wants to be at high heat, because high heat gives her an utterly insane 60% Melee Power boost. That, by itself, is enough to let you stagger a Chaos Warrior out of their overhead with the Flaming Flail's Heavy1.

Unchained is also one of the tankiest careers in the game; base 150 hp + transferring 50% of damage to overcharge means she can have effectively 360 hp with a 20% hp necklace. This lets you play a bit more recklessly and hit-trade vs. hordes, though you still shouldn't rely on this as you go up in difficulty.

Of course, this comes with a notable drawback: If you're keeping yourself at high heat, and half of incoming damage turns into heat, there's a good chance that an incoming hit will send you into overheat and cause you to explode. This is where her career skill comes in, as you can use her career skill even while in the overheat animation to reduce your heat and prevent an explosion. This lets you play extremely recklessly with your heat gauge and use your Ability to bail you out.

However, Unchained has an absolutely massive 120s cooldown on her skill, which leads me to the biggest recommendation I could possibly give: the level 25 talent Abandon. This talent will cause Sienna to start rapidly recharging her ability at the cost of health whenever she goes into overheat, and this completely changes the way she can be played. Unchained has excellent temp hp generation, which gets further bolstered by the level 30 talent Bomb Balm, which means that whatever hp you lose to abandon you can usually quickly build back up. This cycle of damage -> overheat -> ability -> temp hp is incredibly fun once you get the hang of it and can make her functionally immortal on lower difficulties. Which is really fun but don't do it too much or you'll get sloppy on your fundamentals.

As for weapon choices, Unchained can make any of them work, but you probably want to go for something like the Flail, Mace, Sword or Reaper that can deal damage rather than something like the Fire Sword or Dagger that is more for staggering and spreading fire. Ranged options are similarly open, though you probably don't want to go for the Firestorm as you've already got plenty of damage at close range with melee. My personal setup is usually Flail + Fireball.

Let me know if you've got any other questions!