(1) Set up the base as prompted by the game, and look to upgrade the HQ little by little, and as you do that and are able to build gold mines, do so, and upgrade them bit by bit too. Build on factory to start and craft common items in it (that's the basic level, no upgrade). This will help you with getting enough gold to do more upgrades, and to upgrade your items, and eventually you'll be able to get better items too.
(2) Pay attention with the items you get when starting out - look to see what maximum level they are (the coloured circles on the information panel when you click on the item in Workshop). If they won't go beyond epic or legendary (purple or yellow), don't bother trying to upgrade them to their max, as the chances are that you'll get an item you can upgraded further (and therefore will be better) before you've maxed the less good one. Example - for torsos, if you get a Nightmare, stick with it and upgrade it - don't bother with an Ettin or similar, or even a Banshee, as you'll be able to take the Nightmare all the way up to Divine.