LexW and Thermal_Ions have already covered alot of good advice, a loot filter of some kind is for example SO great to unclutter the screen. After a while, the screen will be covered in blue and white low level junk that has no value for you whatsoever, if I hold down the button that ignores the loot filter, I see like three-four times more items onscreen.
Something else worth collecting is any item where a red, blue and green socket is linked, doesn’t matter order, doesn’t matter if other sockets are involved, those items sell for a chromatic orb, used to reroll the color of sockets on an item, you’ll need these at high level when you find a great item with the wrong sockets.
As for the start, some builds are weaker than others when you begin, usually spellcasters. I recommend investing your starter wisdom scrolls into the best melee weapon you can get (found or bought, preferrable a twohander) and then go to Nessa, the left most merchant in the first town and buy yourself a Frost Blades gem (or choose it as a reward if you can). Place the Frost blades in a fitting socket, put Frost Blades on your rightclick and just go out and murder your way forward to a higher level where skill points and gear allows your to do good enough damage with your planned skills.
Also, at low level, don’t fret too much over the gear, the sockets so that you can use or at least level your gems is more important (have two 3 socket items in your weapon switch to level six more gems you can’t fit into your main gear). Even if you’re building for for example dagger, at lvl 7, you’re probably better off just using the biggest weapon you can find.
At item level 25 (you can see an items ilevel by hovering over it and hold down alt, not the same as required level to equip it) items can have 4 sockets. Once again, I will put a req lvl 1 caster shirt on my lvl 27 armor warrior if that is my only 4L(ink) chest. The sockets and links trumps stats on gear at low level.
At ilevel 50, you can get 6 sockets on a few items (Chest, Twohanded weapons, Bows). 6L gear is quite rare, so don’t just sell those off. 6 socket gear though, should be sold for 7 jewellers orbs.