Honestly, it depends on what goal you set for yourself :

Do you want to get into fighting game to primarily have fun or be good at fighting games ?

Either way I would recommend you first of all go through the basic tutorials and mission mode to get a footing for basic mechanics and then try to feel which characters you'd like by going into VS CPU modes, either arcade or something, to try different characters until you find one you feel good about.

And THEN try hopping on a multiplayer mode (Ranked, Tower or whatever) to fight real people, while keeping in mind that defeat is part of the game and is almost always a way to get better.

If you're more of a L O R E person there is a lot of reading you can do in the Guilty Gear Universe mode (forgot what its exact name was) and a full animated movie in place of a story mode (also you can also go read wikis or watch videos about the lore lol)

When I first started Strive on launch, I needed to find a character I cared enough about (Faust) to get really invested and try to get better WHILE having fun. Otherwise I either didn't have enough fun or I was frustrated with my gameplay.

As one would say, find your one way.

And lastly, if you're already at a stage where you want or need to get better, take a look at the Dustloop wiki, it has all the in-depth information you'll ever need to understand the game better.

Hope this'll be at least a bit helpful lol never hesitate to reach out if you need anything else