Can anyone give me pointers on how to play well? I feel like I die too often.
With any game that has permadeath, you first need to master the concept of risk/reward. That is to say, you don't need to clear every single room, take every chance, etc. You will eventually become comfortable enough to do this, but early on? Play it a bit safe -- get the treasure room, and the secret room if you can, but don't focus too much on 'clearing' till you have a grip on the game or unless you have tons of health.
Find the secret doors. Read a guide on them -- once you 'get' where they probably are, it's a free two rooms - one often with useful bombs or keys or money, and the other with (usually) hearts or a pickup. Experiment with your bombs, after a few games you'll instinctively know where to try. It's only 1 in 10 games or so where I see a room break the basic rules.
Practice. All those bosses that are probably killing you right now? They're easy once you understand their patterns, how to dodge their bullets, how many times they charge/shoot, or how to trick them into doing something 'safe'. This can only be learned with time.
Donate to the store whenever you can. Get it to 999, and then use it like a bank (bomb for money).
Unlock Azazel and use him for awhile to learn the ropes. He's fast, he flies, and he's powerful.
Could I get some tips on unlocking the D6
it's hard to get a hood op run with ???
IIRC, he starts with 3 soul hearts right?
This means you're guaranteed a devil room on the second floor (since you can't take red heart damage).
What you want to do for a much easier run, in addition to getting a good starting item in the treasure room, is find a soul heart on floor one or 2, and then get Dark Bum as a devil deal -- this will cost 3 soul hearts, so you'll be putting yourself down to 1 heart (unless you found more) but you can now go back through floor 2 and pick up all the red hearts and convert to soul hearts. After a floor or two, you should be maxed.