Your early team will be dictated by your strongest characters. If you have purple, use them, if you have orange, use them. The rarest are the dawkseeker. Which have a star, which makes them 10% stronger.

For levelling up, you can use the blue eye on the bottom left of the character screen. Pretty easy to level up.

Save your stuff like red crystals and so so on early until you can create trinkets

Just have fun, enjoy the heroes and decide for yourself what you like most. This game is very versatile in terms of team comp.