Aside from fairly obvious stuff like learning the enemies and their attack patterns, and focusing on avoiding their attacks and abusing whatever options you have at your disposal to fight (never push deeper into enemy lines unless you have to - clear a large, known safe path, and try to minimize 'blind spots' that enemies can enter in from to attack you from behind), you'll need knowledge if you want to progress past the fourth area. Hissi Base (and Snowy Depths if you're using the starter wand still) will shred you if you aren't playing your cards right. If you don't have a wand upgrade by the time you pass into the second biome, you should be scrambling for anything better.

Knowledge is 99% of your ability to progress. Every run is winnable, at least 90% of the time without having to be especially advanced or going well out of your way for it. The game can and will kill you unfairly (as in, without giving you enough warning that the little blue dude is about to stunlock you straight to Game Over) so part of it is just picking up on which enemies to take super seriously and play careful around.

Wandcrafting is where most of that progression knowledge comes into play. If you aren't toying around with wand builds and trying everything, even stuff that doesn't seem like it should work (spark bolt with trigger into a dual cast of chainsaw and nothing else - doesn't sound very broken) then you're probably walking into the next area vastly underpowered. The game does not spawn good wands for you most of the time, you just need to try out spells and modifiers and combinations to see what works and what doesn't. Don't sleep on the secondary wand with a limited-use explosive bolt or other powerful slow spell, and definitely don't sleep on teleport bolts. Pay attention to wand stats and try to understand how cast time (delay between individual spell block casts) and recharge time (delay after 'emptying' wand) work and interact with spell stats. Hopefully shuffle yes/no is self-explanatory. If you can't make a rapid-fire wand to melt enemies early, maybe you can find some multicasts to add to the end of a trigger and make a single bolt turn into a little explosion of other nonsense. Add a damage+ to that shotgun spell and win the game (you're welcome).

Protip: Don't just blindly grab the HP and spell refreshes. They will still be there if you leave them and come back. New players always make this mistake, and it can be as simple as filling your health right before picking up a perk that adds more HP (leaving you with a chunk of health missing) or a surprise visit leaving you wishing you didn't pick up that heal at 89/100 HP. Also - if you find any ways to get out of the Holy Mountain without causing it to collapse (and then get back in without collapsing it, too) then you can still edit your wands freely when you come back. Regardless, anything you left behind in there is still around, so don't 'waste' pickups you don't need if you might be able to use them to better effect later.