First, I suggest using this so you can stay away from items that will hinder your progress. This list will also allow you to pick up any items that you feel will help your run (I prefer DMG bonuses and speed bonuses, personally). However, I suggest picking up everything at least once so you can get a feel for what type of items you like the most:
http://platinumgod.co.uk/afterbirth-plus
Second, this game is hard. Very, very hard at some points. Just try to learn the enemy movement and attack patterns during your first few runs. Once you have a general understanding of what hurts you, how it hurts you, and for how many hearts it hurts you, you'll be able to come up with different strategies to tackle rooms.
Third, use a bomb to blow up any rocks that are shaded differently from the other rocks around them. They'll drop items, and more than likely they'll drop soul hearts (the bluish-white hearts). You'll want to stock up on these non-red type of hearts if you want to have access to the devil rooms at the end of each level, as any damage done to your red hearts greatly decreases your chances of having access to them.
Fourth, put all of your spare money into the bank in the store. The bank will literally break once you can't put in any more money, but the more money you save, the better your store gets. The store upgrades allow you to pick from more items (as in there will be 5 items instead of 4), but the items that appear are always random. Some items show up more frequently than others, but none are guaranteed.
Fifth, I suggest turning on your stats HUD from the options menu. You'll get an idea of which stats are lacking, and which items you'll need to bump up these stats.
Lastly, Azazel is easy mode. If you ever go on a really bad streak, pick Azazel to play as and your confidence will skyrocket. Or, better yet, just play Azazel runs after you unlock him to unlock the items you don't have access to yet.
Have fun, man. I have something like 250+ hours in this game across the PC, PS4, and the Switch versions. It's a ton of fun, and basically always challenging. You'll get the random run where literally everything goes your way and you breeze through every boss, but those are few and far between. More often than not you'll need to rely on skill, and that's built up over time. Don't be afraid to fail in this game, because you will. It's all a part of the learning process.
