First of all there is no best class in this game.
But if you are newbie, you should look at “Builds for Beginners” section:
I think you should kill every mobs ***if you can***.
Because this game requires a lot of exploring especially when you start a new game.
Collect even trash items and sell them. It will be money source in the beginning.
I mean, don’t be lazy. This game absolutely punishes lazy players.
You have two difficulty options in the beginning.
“Veteran” mode has better rewards; but it may be difficult. But you can enable/disable this mode any time when you at main menu without compromising your saves/build/progression.
To conclude, welcome to Grim Dawn and good luck!