Emphasis on the fight
As with most Soulslike games, your primary focus should be on the battle ahead. The fights are one of the core parts of the experience, just as important as moving through levels and exploring, and it's no different here in Pascal's Wager as it is in any other Soulslike.
It's obvious that your heavy attack will do more damage than your light attack, but you should focus on your light attack unless you have the upperhand on your foe, as it is much, much faster, and a full combo can easily do as much damage as two heavy attacks, but faster, with less risk.
And when it comes to dodging and defending, try to focus on dodging, with defending only really used against small enemies when you have limited space to move.
Altars and levelling up
Altars are the Bonfire replacement here, and they do everything you imagine they would, for example, refilling your health potions and respawning all nearby enemies. That's right, use them wisely.
You can also craft health and sanity potions at Altars, in addition to a few other skills and abilities, but most important is your level.
You can level up at Altars in exchange for finger bones, this games' souls. Hold down the button to offer them to the Altar, and for each level you'll earn a stat point to attribute to whichever stat you wish. But yeah, as you can imagine, increasing your Attack, Health, and Stamina are most important.
The complete map
Earlier I compared Soulslike games to Metroidvania games, and that's not for no reason. Exploring and understanding the map you play in is just as important as moving forward and making progress.
Often progress in a stage will mean opening a locked door for a shortcut, and not simply getting to the next area, enemy, or Altar. On top of that, there are loads of secret enemies, NPCs to talk to, and items hidden away.
Moving towards the goal too quickly may mean you end up leaving something important behind. You can return at any point, but if you can collect everything you need at the start, that's much more advantageous.
Yes, this is just as important here as in other Soulslike games. The good news is that the most important resources, health and sanity potions, can be crafted from finger bones alone, which you can gather and grind for from almost any enemy.
But when moving from Altar to Altar, you should watch your resources closely, and not just potions. Offensive items, like Throwing Knives you'll acquire early on, should be used intelligently.
And while you may find smaller foes simple and trivial, it doesn't mean you should go easy on them. Taking an enemy lightly will just give them a chance to hit you, and then you'll be using a health potion earlier than you should. Battle, and use items, as wisely as possible.