Follow available objectives
The source wiki describes quests as a roadmap for progression. When you are unsure what to do next, review available objectives and rewards. It also recommends checking achievements and quests after each run rather than immediately joining another dungeon.
Learn modes gradually
The source names Story, Defense and Infinite. It describes Story as structured dungeon progression for learning rooms and advancing through chapters; Defense as holding off enemy groups; and Infinite as continued encounters that test endurance. Check the current game interface for the modes and their entry conditions, as availability can change.
Use each mode to test the build
Try a mode to see where your setup struggles, then decide whether damage, survival or consistency needs attention. The source also mentions an AFK area for periodic rewards while staying in the game, but presents it as supplementary to active runs.