A few tips to get you started on this brand new war of yours.
Getting new skills is better than upgrading existing skills
For the most part. There are some great upgrades and some only middling base skills, but you'll still benefit by the versatility that a wide range of skills will give you. Plus, you usually need to buy a middling skill or two to get the really good ones. On top of that, many skills are linked to the Shadows of the Past challenges. Getting the skill unlocks the challenge, and completing the challenge gives you a new Skill Point- it's like getting the skill for free!
Don't waste your time
Unlike many sword & sorcery games, you get no XP for killing regular orcs, and you can't find gold or gear lying around in treasure chests, hidden in secret rooms, or bought from oddly located retail establishments. There are collectibles, but they show up clearly marked on your map, and there is loot & XP, but you only get them from quests, defeated captains and other named adversaries. This may seem limiting, but it frees up a whole lot of time you'd otherwise spend tediously chopping up no-names, and carefully searching every nook and cranny of the blightlands.
Get some altitude
Talion can jump dozens of feet from a standing start, can climb almost anything, and doesn't take falling damage. Whenever you find yourself in a tight spot, scaling the nearest wall or tower will generally give you some easily defensible breathing room, along with a vantage on the current situation. Later, you can use this same technique to lure captains away from their guards for some more one-on-one combat.
Ignore the riff-raff... for a while
One of the stars of the game is its Nemesis System- creating rivalries with the vicious orcs of Mordor, even as you explore and exploit their twisted hierarchies of power. This mechanic doesn't really become necessary until Act II, however. While you can use it to get some decent gear in Act I, or just hunt down the flesh eaters for sport, don't feel you have get deep into it early on- the regular quests and collectibles will give you more than enough XP and skillpoints to carry you through the early campaign.