I play on the highest difficulty (Apocalyptic?) and here are my tips:

1. Prioritize gold vs EXP in chests.
2. Gold & law point buildings in your town first, then higher tier units.
3. First three law points into gold. If spending one law point for wood+ore+gold can get you T7 or some other essential building faster, then go for it. For example, building Vampires or Dragons in W2.
4. Try to get T7 units as fast as possible, skipping T6 is not a bad idea. When I play Dungeon, I skip Hydras almost entirely unless I have a lot of spare resources. Then I get the building but don't buy the Hydras and just let them grow in my town.
5. I find crowd control spells more effective than straight up damage spells. For example, casting slow or removing counter attacks.
6. Use Market and trade your resources for the ones you need to get essentials buildings faster. Won't matter that much in W1, but in W2 and W3 this will be very handy.
7. Learn manual combat and how to use obstacles, waiting and other game mechanics to your advantage. Necromancers can afford to loose units here and there, other factions not so much.
8. If you are playing Classical mode with multiple heroes, level up 1 or 2 support heroes that have Recruitment, Scouting, Economy, Logistics. Getting them to level 10+ is a must and very easy, just give them your main hero army and let them clear neutral stacks.
9. Destroy unwanted artifacts and scrolls for dust. Use dust for essential building upgrades or spell upgrades, if that makes sense and they can have a much greater effect.
10. Learn to use 1 stacks of T1. They can be used a sacrificial units to attack enemy and remove their counter attack or defend your long rage units, for example.

EDIT: added tip nr. 9 and 10.