Okay, let's see... read the wiki, seriously, most of the mod's features aren't documented inside it. As Modiceai said, mobility is hugely important, and if you neglect it you're going to be utterly miserable. Prepare, prepare, prepare. Potions, buff stations, arenas. You're going to need every last edge you can get, no matter how tiny.
Whatever you do, don't forget storage space. The mod adds a huge amount of items and resources that you're going to want as much of as possible, and all of that requires storage space. Don't ever discard or sell an item marked 'material' because you're probably going to want it later. If you're unsure about anything, check the wiki. It's usually up-to-date and almost always helpful, if only to a degree.