First thing I did was get my armor sorted out.
Light and Medium are usually a good start vs heavy armor. Good mobility, strong enough for early fights and not too bad on weight while your encumbrance is lower.
Figure out which one you like fighting (moving) in better and then tune your weapon choice to that.
Basically come down to 2-handed weapons. 1-handed with shield, or 1-handed with a free hand (good for carrying torches into caves, dungeons).
And be ready to jump back and forth a couple times till you find your sweet spot. Main thing that got me was I figured out quick that I would rather shield up than dodge arrows and other projectiles. No stamina cost for holding a shield up. But it is more weight, and your movement speed is cut when using it.
Once you know which of the main weapon classes you feel comfortable with, you can go on the wiki and see the stats for each.
Roughly it’s Stone, Iron, Steel, Hardened Steel, Star Metal and then it drifts off to more exotic weapons. All Weapon types have examples throughout the scale, so you will just be upgrading to a stronger material. The DLC weapons all have unique names after the DLC pack they were in, but they’re still just iron weapons and star metal weapons going by damage numbers and by the time you get to Star Metal you’ll have picked up on the exotic stuff most likely.
I always carry a bow as well, to pick off numbers from larger groups before they get on me and the real fight gets going.
Other equipment: water flask, small amount of food, bandages, torch and depending on where I’m going 1 or more types of potions and/or extra arrows.
I’d read up on the wiki. It gives a lot of information. Helped me make the most of my time. I do like going to new areas and checking out the map, but I don’t like having to go back multiple times for things I missed. I rather be working on my next build.