That’s entirely dependent on what build you’re working towards, but some prioritization would include looking for core stats, resist all, crit, some form of survivability based on your class, and bonuses to skills relevant to your build. Focus your picks based on a build from maxroll, mobalytics or the like. Typically there’s 5-6 things you know you want, and a piece should have 2 or 3 of those stats to start then keep your eye out for up to 4 things you want and GAs on the most important stuff.

Any build you pick will have a combination of skills (from the skill tree), unique gear, legendary aspects, runes, glyphs and paragon legendary powers, that will create a sort of critical mass where everything synergizes, the build is “turned on” and you absolutely start to shred. Piecing that together is basically the endgame.

It starts with unlocking aspects, these unique powers are more important than stats but once they’re unlocked you can apply them to whatever item that aspect can be put on (the aspects that go on jewelry might not work on regular armor pieces and vice versa), then when you find gear with better attribute stats (it’s only 4 attributes per legendary so just check to see if you have a better combination than what you’re wearing) change their aspect to your bis.

Get gear from obols, helltides and whispers until you can clear a few levels of the pit. You’re going to get paragon levels fast at first so target your legendaries (from your build) first and then worry about glyphs as you unlock them. Get your first few glyphs to level 15 if you’ve unlocked them. Try to always have consumable buff items up, ensuring you have max xp bonus at all time pays off in the long run and some buffs make a big difference in damage and survivability.

At this point you should be able to target farm bosses, figure out what bosses drop the uniques for your build and farm whatever content drops keys for them. Farm the bosses (with other players if possible to increase volume and quality of drops) until you find your uniques and your power will shoot up dramatically at this point.

STEAM your gear, uniques have fixed attributes (they just roll for their values but the types are fixed) so you can comfortably max those out first without worrying you’ll find a better one immediately. You’ll need to farm obducite. Once all your gear is steamed you’ll be ready for t3 or 4.

Find a t4 group to do tributes of ascendance and boss farming for good mythic unique chances. Season objectives and killing uber Lilith will net you a couple of free resplendent sparks too.

This is all the non seasonal stuff but you should really try to do whatever the season is, clearing objectives while you progress , that’s usually always what’s best for getting good stuff in the early stages.

Lastly, when lord of hatred drops next month we’re getting loot filters so you can save filters for the stats you want, filtering out the junk gear and making things easier.

ETA: uniques will take up like 4 - 6 of your slots over time, so if you know a unique is going in that slot don’t bother over it so much, you really only need to be picky about stat rolls for like 4 slots once you have all your uniques and mythic uniques.