Hiya @ctx! Welcome to the game and the forum!!
First a general bit of advice (quoting myself from another post):
Similar logic and reasoning applies to 3* hero’s as the stage before moving onto 4* heroes… Don’t need as many, before moving onto the 4* heroes but still should get some 3* maxed before focusing on the 4*…
It’s all about progressions…
So With That In Mind
Who to Work On?
Red
Leave Marj be for the moment.
Work on Namahage, jhangir and Hawkmoon costume.
Then come back and take Marjana to 2-60 & 3-70 if no red 4* have appeared.
Blue
Seeing as you spent the mats, you may as well finish Vela to 3-70… However it will take a very very long time given you’re newish to the game
Again you’re a bit light on blue 4* heroes like you are with red ones…
Green
STOP KASHHREK!! Yes he’s a god tank but only short term. Unfortunately he had virtually no use beyond a mid-game tank…
Focus instead on Caedmon > Melendor > Little John
Also worth getting a couple 3* maxed too here. Brianne, Mnessus and Berden are all great ones 
Yellow
If suggest working on Li Xiu first then keep going with Chao. Then Danza.
Again, like the greens, it’s worthwhile having some 3* maxed for depth… Bane and Gan Ju are both solid
Purple
Rigard. No competition for priority. Next Cyprian before circling back and working on sartana.
Like the other colours, a couple 3* are easy to get done and give good depth for wars and titans initially. Tyrum & Balthazar are great purples.
costumes
For the most part I’ve avoided advising costumes for one reason. Depth is key early on.
Working on a costume doesn’t grant you the depth, only versatility. In some cases the costume is better and warrents being worked on (hawkmoon notably) but most are only partially better.
I’d suggest working on costumes BEFORE working on 5* heroes but not until after you got some depth.
Training Camp
My suggestion for your setup
Early game - SH <13
Hold off on mass training. Use the cheap training as a bank of sorts
When able, switch to TC11
Mid game - SH 13-20
I’d suggest running:
1x TC13 always - pumps out 3* with a chance of 4* heroes
2x TC11
Later Game - SH20
Stop the TC13 and start running:
1x TC20
2x TC11
1x TC11 / TC2 / TC19 (depending on what resources you have excess of)
If you want you can change the last training camps to also be TC20 to increase chances of getting 5* heroes
Summary
Game is about progress! Biggest and best thing you can do is build depth early.
First focus on 3* as this gives you a platform to work from
Then 4* and finally 5* heroes only once you got 3-4 4* teams maxed.
All-in-all, it’s a grind but as long as you work from bottom upwards, it’ll always be a progressive grind.