The game doesn't actually immediately draw your attention to the Rituals menu like most games would, but you should pay attention. These are essentially challenges and missions.
The Starter missions and Daily missions should obviously be your focus in the short term, especially since you can even unlock brand new characters by going through the missions and clearing them.
Make notes of what you have to accomplish for the Rituals and come back often to take all of your rewards and make good use of them. That new Killer character will be a good place to start…
Each time you level up a character you will unlock brand new perks, perk slots, and more, and of course, each character, regardless of Killer or Survivor side, has unique actions and abilities that can aid you.
Here's where items can help. Items are limited use, but if you're levelling up your character then playing a game with the benefit of items can help you get enough experience for more perks, and then you won't need the items so much.
That's a nice way to make your early games with each character easy, and you can find out where to get all your items from below…
Don't specialise in either being a Killer or being a Survivor. Just don't, otherwise you'll make it more difficult to progress.
You have to worry about character levels, but also a player rank, and things are gated behind that rank too. If you focus on either Killer or Survivor gameplay, you won't be able to complete the challenges and rank up as quickly.
Plus, Killers are susceptible to long wait times in matchmaking, so being a Survivor ensures you'll get to play games more quickly.
Spend money to make money
In the Bloodmarket you will find that you can buy items, but there's a limited selection, and you can only items from the top shelf. At first, at least.
Once you buy a single item from the top shelf, the next will unlock, until you can finally get to the bottom. The bottom items are the rarest, but you need enough currency to make all of those purchases.
It's definitely worthwhile to buy down to the bottom level to get the best items and mystery gifts, but you be sure you can have at least 100k currency before jumping in to ensure you can get to the bottom.