I would browse through Rhylthar’s library for ideas on devotions and familiarization. It’s a bit of an old link, but gives lots of ideas.
The HC idea is pretty standard:
- think and plan for about the end-game build you are aiming for (you may or may not find all of the gear if self-found and not transferring)
- see what faction or easy-to-obtain equipment is readily available in game (seach Grimtools)
- play somewhat conservatively to not die and get busy.