You make a char then play either on your own or with other people. There's no offline, it's always online, so there's no split, all chars can be used in multiplayer or not. At the start you decide if you want to join a public game, make a private game or make your game public so other people can join and you can change that at any point(though if you koin a public game, you'll have to leave and make a new one if you then want to play privately). Progress is saved regardless, but the state of the world(quests and such) is saved only at specific checkpoints, which are fairly common. Your character never loses anything, item or levels.
The very first time you pick the game, you have to go through the story as I believe adventure mode isn't unlocked until you do it at least once. Increase the difficulty to hard(which is only the 2nd difficulty, and is more like "normal" for another game, while normal is easy) so it's not terribly boring.
Best initial tip is turn on elective mode in the options, it lets you put any skill on any button, while the default forces you to use one skill of each category only in certain buttons, it's annoying. Once you're done you can just test stuff out. You can change skills any time out of combat, so experiment with stuff and see what you like.
The game is very easy to pick up, there's no need for guides or help or anything, you kinda just make a class(which are all viable so you can make it based on aesthetics or style and not make a "wrong" choice) then follow the linear story.
Note that in terms of multiplayer, pretty much no one does story mode anymore so you'll have a hard time finding any group to do anything, especially since the game scales differently than before(monsters scale to your level, so instead just looking for say act2 start, you'll be looking for act2 start at lvl 19 or whatever, which is a lot more limiting). So I'd consider your first playthrough a single player experience, since other than GAF people or whatever, you probably won't play with anyone else but your Follower.