1) Chose any class, 1st skill tab is level/challenge restricted so until clvl 90 you won't need it until later on, other tabs have 3 rows of skills and you should focus 1 or 2 and put your points into those and you'll get the hang of them soon enough, you will have left over points up until clvl 24 cause all skills don't open up until then so don't worry if you are not spending all your skills points immediately and just keep them. Then some builds are item restricted, so use the Gold Signet you get with each character to buy any magic Bow or Scythe or whatever your skills use to get started. Don't overlevel over clvl 5, 50, 80 and 90 since at these levels you can do some challenges for uniq charms or those level/challenge restricted skills from 1st tab, but you can ask more about those when you get there and i'll mention them further below.
2) In each towns the smith NPCs (Charsi and co.) sell catalysts used for recipes and different oils, for ex: you have a chance to give any item a predetermined bonus with Oil of Luck (purple), you can unsocket items with Oil of Disjunction (grey), create uniq items with Oil of Enchantment (blue), reroll yellow rare items with Oil of Renewal (green), craft specific jewels with Oil of Craft (redish), and create an elixir to respec with Oil of Absolution (dark green). All these Oil recipes require other reagents as well and more details about them are in the docs which can be found here on site in the header area Tools/Documentation. Then mages NPCs (Akara and co.) sell Mystic Orbs that can be cubed with items and they all give +2 req lvl to item and various bonuses depending on the Orb, Blue Mystic Orbs are for weapons, orange Mystic Orbs are for armor pieces, green Mystic Orbs are for rings and amulets, and white Mystic Orbs are for any type of items (even quiver and bolts). And besides Mystic Orbs there are also Meditation Candles and Sacrificial Hearts for sale, cube one of each and any magic item to create a honorific item, these honorific items get double bonus from Mystic Orbs but still just +2 req lvl. It's best to have either gloves or boots that are honofic and put Mystic Orbs with +All Resist first and as long as you can wear them and the req lvl doesn't go up over your level the individual +Resists. You can make a honorific weapon too, but it's best not to do it since there is a Luck Trial Mystic orb that has a chance to give any weapon (not just blue/magic ones) the double effect bonus from Mystic Orbs like Honorific items have. Then gambling NPCs also have jewels in their gambling pool, so keep this in mind for when you need jewels for creating sockets (cube X jewels with an item that has no sockets to get X socket slots) and for when making runewords, cause runewords require jewels in all sockets and the rune in the final socket, in some cases 2 runes in last 2 sockets or all sockets with the elemental runes, but that's way further ahead in final difficulty when you find great runes and elemental runes. Also know that runes and gems upgrade by just 2 and the Great and Elemental runes can't be upgraded, only found or created
3) Early on don't bother picking up or selling anything besides consistent amounts of gold (Cavesnappers in Act1 and Grubbers in Act2 give good amounts), apples (they regen life for a long period but they are best sold for gold early on) runes (you can socket them in throwing weapons, knifes, javelin, etc and sell them for gold), some of the new gems (onyx, bloodstone, amber, turquoise) cause you need a perfect one of each for more resistances (they also give +max resistance) and you can put them in that honorific item i wrote above, unique items which if you don't use you can disenchant (with a Catalyst of Disenchantment purchased from smiths NPCs) and if you do this you get Arcane Shards, 5 of these cubed make an Arcane Crystal and these crystals are used to create or uptier uniq items you actually need. But for uniq rings, amulets, jewels and quiver/bolts it's best to disenchant with a Catalyst of Learning, so you get a Learning Signet, a free +1 attribute point to spend, you can and should get the max 500 of these by disenchanting with a Catalyst of Learning any unneeded uniq ring, amulet, jewel and quiver/bolt plus any of the sacred uniq or set item (all sets are sacred quality btw) you will find in last difficulty. Crafting items with shrines is also a final difficulty thing, so i'm gonna skip that for now and there is more info in docs here on site in the header area at Tools/Documentation.
4) As you get started clear the immediate area around the Rogue Camp and get to lvl 5 (not over) and cube the statue you get with each character and this statue will now have a skill with which you can summon Volrath and do the 1st level challenge, you will have to move away from the beam in a clockwise circle around the traps that you must destroy first and then Volrath will no longer be immune and you can kill him, when he dies he puts a swirles overlay on you (2 bluish balls circle you) and during this (limited) time you can cube the charm he drops with any gem and you will get your 1st uniq charm. BTW all charms are uniq in this mod and they are gotten through challenges like this one or from bosses in uber areas, and all side area are now uber areas, like the Mausoleum, the Pit, Stony Tomb, Spider Cavern, etc, so don't go in there until you get to the final difficulty cause you will die. There are 30 some uberlevels which you can do in last difficulty for such uniq charms, and you can have only 1 of each, some of them can be upgraded with Trophys that have a very low chance to drop but give good bonuses so you can farm them, and there is an uber where you can find cycles (like old charms from vanilla D2LoD) but the stats vary from negative to positive so not all are useful. Anyway i'm going off track a bit, next thing you need to know is that both Staff and Amulet drop in Claw Viper Temple, and the complete Khalim's Will flail drops from one of the bosses in Travincal, the incomplete one drops too, so be sure to pick up the right one when smacking that orb that opens up Mephisto's Durance of Hate.
5) By the end of act4 (if you clear monsters and do all normal quests) you should be close to clvl 50 when you need to do another challenge, this takes place in Halls of the Dead Act2, enter it, search for the entrance to Twin Seas, don't explore Twin Seas but as soon as you enter Twin Seas look for an entrance to Tran Athulua, it's close by, enter Tran Athulua and the pirate there drops a uniq charm which you will need to cube 3 times, each time after you defeat a uniq boss priestess that spawn in an area of Tran Athulua, like with Volrath from 1st challenge as you kill one of the priestesses you will get swirles overlay with a limited time to cube the charm you got from the pirate with each stone that each priestess drops, if you die without cubing a stone with the charm you will loose the swirles and you have to restart and kill that exact priestess again to get her swirles, each priestess give different swirles and you can't cube a stone from one priestess with swirles from another priestess, so be careful, good thing is that in this area you don't gain xp so you can try again until you do it. Also keep in mind that these Amazones do a lot of physical dmg, it can be mitigated with about 10k defense, some % Damage reduction, lots of minions or reanimates (Mystic Orbs also have them) to shield you, many Damage Reduced by 2 mystic orbs in gear, etc. Of course you don't need all of these, find a balance between them. And before you try this challenge it's best to have most items at tier 5 or even tier 6 in some cases if the req lvl is not too high to wear them, you uptier items with Arcane Crystals, which are made from Arcane Shards, which are gained by disenchanting uniq items you don't need as i've said above, and you are guarantied to get uniq items from act bosses, Mephisto always gives 3 so farm him a little. Also note that the uniq items from the Gift Box that Griswold drops in Tristram can't be disenchanted into shards, but they can be uptiered, and that resulting uptiered item can be disenchanted, but it's best just to sell those items if you don't need to use them on your character, it's a waist to uptier them just to disenchant after.
6) Now for the next challenge you need to be at clvl 80 or below, it's likely that this will happen when you are in the next difficulty, but i do it before i leave 1st difficulty, cause it can be done at any level before clvl 80. It takes place in Kurast 3000 BA, it's entrance is next to the Spider Forest waypoint in act 3, there are several totems here that make the skeletons immune, so you have to kite and herd them around until you destroy those totems so the skeletons around the totems will no longer be immune, but they are just annoying and the important thing in this area are the 3 Necromancers, they can curse you so you won't heal and be slowed down and cast Miasma at your feat, but you can bait these spells with a summon in from of you (also found on Mystic Orbs). And when the Necromancers are killed they will drop a class charm and you need to get your specific class charm (it will say Amazon/Assassin/etc Only on them) so you may need to restart and kill the Necromancers more then once until your charm drops, or you can just farm the closest necromancer to your entrance. Once you have your class charm don't forget to cube it with a jewel, you can gamble a jewel. You won't have the effects until you are clvl 90 and when you reach clvl 90 you will unlock one of the skills from 1st skill tab, so don't forget about them and put points in that skill, they are generally good for any build.
Now the last 2 challenges must be done in 2nd difficulty and i've already typed a bunch, i can continue but it would be information overload, so if you want more info after you've finished 1st difficulty i can continue. Just don't overlevel too much, cause you still need to be clvl 90 or below for one of the 2 challenges left. And there are also some minigames that can be done in Terror for some more bonuses to charms. And really this is just the beginning, there are 30 some uberlevels and summoning ubers and much much more.