GD has a lot of moving parts, mechanics etc and it can be a lot to take in all at once if you are new. My advice would be to play and learn what you can as you go along. Hit the H key in-game to read thru the various tutorial tips, read the Game Guide as you get time, browse the official Wiki for a large variety of information covering all aspects of the game, eventually familiarize yourself with GrimTools - most especially its Build Calculator as it is extremely invaluable to anyone serious about learning how to piece together a proper build.
Further useful reading would be:
🤯 malawiglenn’s guide on game mechanics for beginners
Guide for helping how to choose your build!
and take a browse thru the guides and tutorials section:
https://forums.crateentertainment.com/c/grimdawn/guides-and-tutorials
Keep chipping away at it bit by bit if you find the game interesting and fun to play. It takes awhile to soak in all that GD does but if you find yourself coming back to play over and over it all just sinks in naturally.