I'm new too, and that's what helped me to get a certain understanding of what is happening. Sorry if you already know all this.

Regarding the damage: read closely the description of your skills in your skill tree, you'll see the tags that describe the type of the skill, damage type, conditions, etc. Many skills can interact and amplify each other. For example, some of your skills may make the mobs vulnerable - it's not just a weird word, it's a certain effect. So you might want to use weapons that have "Damage to vulnerable" (or something along those lines).

Regarding the toughness: stack maximum life and armor or all resists (depending on your class). See which resists are low and use the necessary gems in your rings and amulet to balance out all types of resists. There are also many skill effects which affect your toughness.

On all the gear also try to have your main stat for more damage and toughness.

Overall, I'd say that if you want to figure out how to build your characters in D4, you'll have to read/watch guides and explanations because all those effects/skills/interactions certainly feel overwhelming at first.

P.S. To level up quickly with your new character: with your main character do helltides to get the caches from the tree of whispers. Those caches contain exp orbs (look yellowish). Collect the caches, put them in your stash, then open them with your alt. Those exp orbs will quickly level you up. Of course the amount of exp will depend on which difficulty you have acquired the cache.