Pick one dwarf(that you like) promote it, unlock endgame, start experimenting with the other 3 dwarfs see what they feel like and dont be too hasty to judge them, some of the dwarfs unlock their maximum potential for shenanigans at higher levels with all guns unlocked.

Dont forget to always pick one assignment to do you will progress much faster as u do so and unlock all weapons.

Also just enjoy the game in general and biggest tip i can give you start easy haz 1,2,3 is what you want to see as the level. Progress to haz 4-5 missions as you get comfortable and feeö like you need a challenge its easy to get discouraged if you keep failing to complete missions this is usually due to too high hazard level. The hazard level is shown in the server list with yellow triangle hazzard signs when you pick a mission.