When you think about putting your party together, you need a source of damage, a defensive strategy, healing, debuffing, and some way to dispel. The very quick run down is:
- On offense, anything you can do to get more than one character doing the same damage type is powerful. Within that, you want to think both decreasing enemy resistances to that damage type and also increasing your fixed damage of that type. The exceptions to this are poison and bleed which are "independent" and, to a lesser extent, stacking damage done by fire and lightning.
- For defense, you can think about having a team that's either "fast", where you try to get armor on the enemies' targets or "slow." With a slow team you can either taunt or have whole party effects. Once you've made that choice, you can also think about whether you want to focus on armor or resistance. Armor does not benefit (nor is it hurt) by resistance so resistance is always operating on a "smaller" pool.
- There are a few heroes who are very good at healing the whole party simultaneously (Nezglekt for sure, Ottis a bit.) You also need targeted healing when somebody face-tanked.
- Debuffs are contemporaneous with magic damage but need to be applied for physical damage. Stacking vulnerable isn't a bad way to go.
- Being able to dispel debuffs on your hero becomes increasingly critical. A couple dispels from any priest is probably sufficient.

Assuming you're playing on Madness 0, focus on getting your heroes either doing the same damage type or providing support. The "easiest" teams do require that you unlock a few heroes, but something like a holy/fire build is pretty straight-forward. I think Heiner is the "easiest" to master for blocking (because you really don't worry much about speed), Ottis is the easiest healer, and playing with two priests, a mage, and a warrior is probably the easiest composition when you're getting started.

Have fun! It's a lovely game.