Early starting out I recommend sticking to a lot of Koffee's quests and unlocking areas (Which in turn will unlock more quests / new areas etc.) Generally her stuff is high priority in my opinion with stuff like sub class unlocking, level cap removals etc.
Focus on learning the enemies, the bosses, getting a feel for things until you feel really comfortable. Just learning how to play and how to do it better then before is a very big thing. I still laugh considering how bad I was back in beta, compared to how I am now.
Your mag is pretty important and if you mess it up too much, your options are going to be: Spend 50 excubes per misdone level, buy a brand new mag for 300 AC (or maybe 500.. been awhile) (Real money), or remake the character (Always an option since low level stuff goes fast and anything you have you can just stick in storage like items or meseta since everything's account bound.)
The meta of the game suggests to pick a stat out of S-ATK (For melee types), R-ATK (Ranged Types) or T-ATK (Technic / Caster types) and go from there. Just focus on the single atk-up stat and lower the stuff. Again, it's not something you have to focus on right away, and you can change class at anytime to try them out / see how they play before making a decision.
Same with skill builds. Since Sega rarely gives out free skill reset passes, as a new player you may not have them stockpiled like others may.. and there's a lot of traps / stuff that isn't good. So we can help / explain to why you pick certain things etc.