For gear, the very first things I would do is load up on HQ i49 jewelry from the market board and a weapon from either your GC or the market board, depending on your funds. The GC weapons are entry level and should be enough to get you through the main story and the HM primals. Market board weapons are better, but price is a factor, especially when you're also going to be buying a weapon and materia for your relic quest. The jewelry is usually cheap enough, and you can spiritbind and convert it to get back some of the gil, if not make a profit.

From there, just unlock and run whatever you can unlock and run. Pretty much everything you do leads to upgrades one way or another. If you're struggling with whatever you've just unlocked, fall back a bit until you get an upgrade or two. (Unless it's not your gear that's the problem; gear only gets you so much with the HM primals, for example.)