With each fight, you'll gain experience which will help to level up, get stat points and new abilities. When starting, loot absolutely anything and everything (Including things like stumps and logs) so it can either be equipped or sold to get items from vendors or materials such as gems and crafting items. In Diablo 3, you begin with nothing but a weapon, and it's an extremely weak one at that. Priority number one is to get equipment to defend against attacks and dish out damage to enemies.