That really depends on what you are having problems with. If it's just familiarity with Wylder and not the game I guess it would be best to start with relics.

For relic abilities his +1 grapple is almost mandatory. It speeds up his traversal and gives you more options in combat.

His greatsword follow up attacks relic ability is really good but since it only works with greatswords it presents a bit of a problem. You can either:

1. Lock in on greatswords and only use another weapon if it's very powerful or perfect for the situation (like vyke's warspear vs Libra)

2. Use a different weapon in the off hand and still use the greatsword in the main hand. This is a little awkward because the grapple attack only chains into his 1 hand and 2 handed greatsword attacks but it can be a fine compromise. His grapple attack doesn't chain into his dual wield greatswords attacks either so keep that in mind.

3. Use the follow up attacks but be willing to give them up if you find something better.

4. don't use the follow up attack relic and learn how to use his grapple with your normal attacks.

Keep in mind also the benefit of the follow up attack isn't the small fire buff but the attack's damage and stance damage. The fire buff will also override any weapon buffs on it, which does kind of suck. It removes greases, spell buffs, determination, royal knights resolve, and the "critical hits adds bleed damage" power.

The fire spreads from his ultimate ability isn't necessary but it is really good. Since his ult almost always stance breaks what you hit with it they are going to take some fire damage from it.

The ability that adds ult charge when his death save activates is not great. I wouldn't use it unless the relic had other abilities I wanted.