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You can also just keep playing until you can´t progress, remember what you learned and start a new game. Thats what i did and it took me 2 characters until i was playing lvl70+ maps easily.
Another method is to go here:
http://www.pathofexile.com/forum/view-thread/740906
... and search for a build fitting your playstyle
https://poebuilder.com/
I admit my first 2 character i screwed up as well but thats the fun part its not like diablo 3 where, of you chose the wrong skill no problem you have em all.
your choices really matter and have you have to make hard decisions
If you want to play it safe make a simple marauder build tanky if you wanna go crazy make a evasion/trap build its all possible.
But good word of advice from the second difficulty try to keep your all resis maxxed elemental damage can be a killer
try to get at very least 120% life on nodes from passive tree.
also dont worry too much about your first toon, it will be crushed on merciless no matter what u do :P
Life: protects against burst damage, preventing needless deaths. (edit) This is less critical in the first difficulty, unless you're hardcore. In future difficulties, you can end up grinding to a halt if you don't have enough life as you lose experience to death in non-hardcore mode.
Mana: Never picked it up, but guess who always has trouble finding the mana to attack or cast spells ;p
Stats: Very important to pick your stat path carefuly. It will affect what kinds of skills and gear you are able to use now and later. Look at the skills and gear you have, think about the kinds of skill gems you like using and the support gems you would like to use with them. It's ok if you don't know all of them; start with the gear and skills you have and choose based on that for now. This game is ment for multipul playthroughs so it's ok not to get everything perfect the first time. (edit) specialize in 1-2 attributes, and pick up only what is absoultely necessary in the third. If you try to be everything, you will be nothing ;p
Weapon, 'skill' and armor nodes: Look at your gear. Do you like it? Does it align with your planned attrubute build in the long-term? If yes, it might be worth investing a few points into nodes that boost it. Early game it's anything goes but as you get to the last act and into the next difficulty you'll find that improvements to damage output and survivability are essential. Try to find a healthy ballance between defence, offence and specialization. I can't tell you what the best is.
Note: anything that boosts things that only pretain to your skills I am defining as a skill node. Things like +zombies, +spell damage, +100% curse durration, ect. Pick these based on the skills you use and you should be ok. Later, when you're more comfortable with how nodes affect your skills you can get into theory craft
You can also look on the forums to see what other players have done with their builds. Many players share their builds and it may help you if you take a look at how they built. (edit) I don't have a link to the official forums atm.
edit: TL;DR: It all comes down to Looking at what you use and then finding what boosts it /what is needed to continue using it later.
You'll definitely end up making a lot of characters. If the first one doesn't turn out to be great (and it very likely won't), it'll probably become apparent what the character lacks, and your next one will be better. However, the time spent leveling the first character isn't a waste, because every time they change the skill tree, every character gets a full reset (you can also use orbs of regret, but that get's very expensive), which is a good opportunity to dust off your old characters and try again without having to re-level. My best character (currently level 90), is actually the very first one I ever made, though she's been re-specced several times.
The best advice I'd give for a new character, though, is to focus heavily on life. Assuming you're not using Chaos Innoculation (and CI is very gear dependant, so you really shouldn't be) more life will always be helpful.
Also keep in mind that you can swap out your skills and gear at any time. Generally, getting the very most out of a combination of gear or skills requires very specific skill tree optimization, but that can end up backing you into a corner. For instance, if you find a nice sword in the mid-game, and start to spec into sword skills, you'll pretty much be stuck using swords, even if you find a much better mace, axe, etc. Or you might be using a mana-heavy ability like dominating blow, and then take a bunch of mana reduction nodes to support it, only to find later on that they're wasted when you decide to use a cheaper ability. Unless you have your end-game build and gear already determined ahead of time, it's probably best to keep your skill choices fairly generic.
If you want more specific build advice, I'd suggest buying Facebreaker mitts. They give a huge damage increase for unarmed attacks. You can use them at level 14, and never have to worry about your weapon slot. Getting a lot of DPS from them requires items that give flat increases to physical damage (which then get's multiplied by 600 - 1000%), but they don't require any investment into offense on the skill tree, which means you can focus entirely on universally helpful defensive stats, like life and mana.
You can do a 'simulation' of your passive skill tree right here[www.pathofexile.com] on PoE's website.
Then you get a unique link that you can save somewhere and check back later. That way you can plan out your development ahead. You still need to decide in what order you want to develop your chosen branches of the tree. But if it is your first playthrough, then you need to see what you're good at first.
and if you log in to the website you can go into your account, click on your character, click on the passive tree tab (not sure if that's what it's called) and plan out future progression with your current skills already loaded into the passive tree.
edit: I admit that this 'beta-like' constant development (constantly making sweeping reballances to core systems) might annoy me if it weren't for the opportunity to slip into a new build as an advanced character. I always look foreward for the chance to respec and fix the mistakes I've made (or at least create new mistakes ;p) and these free respecs are the only way an advanced character could practicaly start a build over bar collecting ~ 120 orbs of regret.