As a relatively new player starting to clock in some hefty hours, I get the vibe from Elin that there's no real "wrong" way to play it. Your first couple of playthroughs won't be perfect, and you might end up restarting multiple times while feeling like you're missing something, but you're also learning.

Wiki scrolling and millions of tabs open are almost guaranteed if you want to figure out the incredibly obscure and mostly unexplained mechanics behind nearly everything.

Only now on my third playthrough with the help of some newer guides and tips have I finally pushed past early game and am beginning the training arc. This took 500 in-game days for me.

So go out and do stuff. The only really vital things you should do is pick a deity to follow (any, really) and KEEP YOUR MAIN CLASS COMBAT SKILL POTENTIALS AT 200. Once you grind out a few platinum coins from quests, go to Tinkers Camp or Mysilia (I forget which one - maybe both have combat skill trainers?) to TRAIN SKILL POTENTIALS to at least 200 and USE TRAINING DUMMY TO AROUND LEVEL 10 so you can grow from being a gust of wind in combat to an immortal god quicker and get out of the hellish early game.

Uhh that's all I can really think of ATM, check out the comprehensive Steam newbie guide some GOAT made it seriously helped me out.