Hi @Adalric, welcome to the forum
I suggest you to focus on the most crucial parts of the game first:
Long story short, you should empower the heroes that would allows you to collect all of the rare materials and emblems you could.
Here below there is an example of the most useful heroes you could empower:
And here the heroes that could let you complete class trials to empower your heroes with emblems:
There are many hard season 1 provinces for a new player but this doesn’t mean that it would be more profitable to advance trough it at any cost. Many remunerative provinces are the ones wih 3 flags cost, the easier ones to beat (province 8.7, 7.4 for example).