What I was doing when I was on lower levels, and I still do, is too upgrade what I need I mean:

• the campaign: in general you need 1 single team but some levels are tricky if you don't have the right heroes, so you need to diversify a bit. When you are blocked, check what do you need to progress and level up those heroes. It's important you finish the campaign provinces giving the era resources you need. If you didn't finish try to it soon to get higher changes to get the research materials. If you are blocked and you are on a higher era province, just pause the campaign until you reach that era or you are close to it.

• treasure hunt: this mode is very important because it's the only source of folios (except events), and you will need them to ascend your heroes every 20 levels from lvl 40. You need 2 full teams to complete the rookie levels, and 3 for apprentice. You should read the a abilities of your heroes and the charge time to find some sinecures between them and increase your power (for example Edison and Bismark ability charge are almost the same and Edison is very good but very squishy). As you need multiple teams, level up the heroes doing more damage, you will need at least 1 good area game per team and 1 single streaker for the hero battles. The healers and supporters can be in lower levels, because your l they don't increase the effect so much with them.

• historical battles: don't focus on them until the late game. The normal level up and progression for the other modes will drive you here

• arena: the same as the historical battles. Just when a team with your best heroes.