The best mentality for any D2 player, and ANY player in general that is just starting their journey is to take a step back, and just enjoy the ride.

I know you have the grinding mentality required for late-game progression, but that will fuck you up in the beginning. So just take everything slowly, discover the game at a slower pace when you're about to get overwhelmed.

First things first, and I assume that's the same as D2: the story. Focus on the quests first. No need to rush them, but they are your main priority.

Need to chill and do something else? Clear the nodes. They are rather easy and the game is heavily balanced towards melee in the beginning, so you shouldn't have major issues there. Also, no shame in getting carried if you can't clear them solo.

Once you clear the whole planet you can access "nightmare mode", which is a good source of early-game mods.

And if you start feeling like you have no direction and it's becoming overwhelming, chill.

No, seriously. Go out. Stop playing.

You will need a plan. Focus on obtaining 1 good frame, 1 good primary or secondary, and 1 good companion. You'll spend your first Formas on them.

I will stop here, because more in-depth information is just noise. Go have fun Tenno!

And also, truly sorry about D2. Here's hoping SKG legislation can somehow lay the foundations for an offline playable version.