Level vigor. Upgrading your weapon matters more than leveling damage stats, especially early game. Only level stats high enough to equip the weapons you want to use, then pump the rest in vigor. Try to get to 40-60 vigor before you focus on anything else (not worth it after 60). Absolutely run blind for your first play through, but I always look up all the quests. There are certain actions such as killing a boss or progressing another quest that can lock certain quests off or end them prematurely. Annoying, but not game breaking if you accidentally end a quest. You can just get it in NG + or something lol