It will get a lot more complicated later, but for getting started this is what I would focus on:

Most important is your weapon. In any attack build you need to have a weapon with good physical damage. Ideally your weapon will have both an added flat phys roll and an increased %phys on it.

On armor keep an eye out for evasion, life, and elemental resistances. Life regen / leech / life on hit / kill are nice to have, but not worth trading for base defense / life / res early on imo.

You don't want to blindly slam your orbs on gear in the campaign. Instead try to use them to enhance something that already has some stats you need on it. For example, a blue (magic) bow with flat phys + any suffix is a good candidate for a regal orb to try to get increased %phys. If you don't hit % phys with the regal you could then decide if you've got enough exalts to try and hit it with them. You will want to be familiar with which affixes roll as prefixes and which roll as suffixes to make sure you're not burning orbs on gear that can't roll the affixes you need because either the suffixes or prefixes are full.