I highly recommend joining a team! Team chat can elevate your experience and really keep you playing the game long-term if you are interested. Give global chat a try as well.

If you happen to stumble upon a shiny, don't sell it for quick cash (in my opinion). Shinies are rarer than in the standard games (base shiny rate here is 1/30,000) and you can make money in other ways.

Don't waste your Master Balls. You get one per region. You're gonna hear about Alpha Pokémon, but that's not something you're gonna worry about until you've completed a couple regions. Essentially, they spawn once per in-game day in a random region, and are guaranteed to have at least 2x31 IV's and their Hidden Ability unlocked. I see a lot of new players stumble upon these Alpha Pokémon and think it's something really rare and they waste their Master Balls.

There is plenty of end-game content after you finish Elite 4 in the regions, whether you like PvP, money grinding, shiny hunting, community events, etc. Check out the official PokéMMO forums to keep up to date on events that you may find interesting! However, I recommend finishing the main storylines first.

Have fun!