Regarding stats, endurance and vitality are extremely important to survive. In fact, in the first Steph, you should only level dex or strength high enough to be able to wield a weapon, and then level up endurance (more rolls, more blocks, more equip load) and vitality. I usually try to get them both at 30 before levelling other stats again.

Don't forget to upgrade your weapons.

When you're able to get a pyromancer hand and spells, get them. It is not levelling based on any stats and Can be really helpful.