I just finished playing PL (Xiao Lu) at difficulty level 4 so I guess I'll write some guide and tips for new player.

• First of all, this is not RPG game so there's no save file. This is tower defense game that should end in about 2.5 hrs.
  
• The main idea of this game is to farm items so you can get stronger. Monsters and bosses get stronger every wave but if you farm correctly you'll always stronger than them.
  
• Questing in important, some quest give you a piece of equipment you can use to progress, and, later on, some unlock your innate skill (D and F key).
  
• The correct way to navigate through this game is to use teleport and shift as much as possible so that you waste no time traveling. Remember you're racing with the clock.
  
• Don't just idly wait for boss to respawn, go kill another one so you don't waste your farm.
  
• Always use shift to dodge boss' skill at the right time (when ! appear). PL has blade fury (W key) that makes you immune to magic attack so if you're playing PL like me, it's easy.

• Combine (I can't remember its exact name) - Combining is when you fusing many item together. In the beginning, the game will prompt when you have enough material to combine. Combine menu can be access through the left-most button at the bottom of the inv. Usually, combining costs an upgrade stone whose rank correspond to the goal equipment
  
• Forge - Forge is like an upgrade. You put in your item and corresponding talisman/stone and you get a better item.
  
• Forge weapon - This is where you can access weapon with higher rank than the possible drop at that time. Forge weapon has three steps: creating mold by combining dropped weapon with soul debris, forge the mold with an ore, then upgrade that with a rare ore. Always aim for the rarest ore upgrade. You can get soul debris by decomposing unused equipment and you can get ore from a "miner" or gambling with black market at snow area.
  
• Miner is your third unit you can control (apart from courier). He will be mining ore since the beginning and automatically move to better area as you progress so you can just let him be unless you need a specific ore.
  
• State - State is what you can get when you have enough stat and merit. If available, a symbol on the left of your stat will prompt and you can level up your state by clicking on NPC at Shushan. State is required for innate skill. You can obtain merit by doing quests.
  
• Wanted point - You can receive wanted point by doing wanted mission. You should spend them to upgrade wing equipment at Shushan.

**I didn't remember the exact timing for each item but if you don't stop farming you should be fine. Also, you don;t need to strictly complete each set before progressing to the next. Just farm couple bossed simultaneously if you can

• I start by doing Inn manager questline and farm xp with water demon hunting quest and fishing quest. Just spam buy fishing net with all of your money. This way you can reach lv.15 and unlock W before the 1st wave. After this, try to get Kowolon set and forge weapon from Kowolon weapon.
  
• After finish Kowolon set you should aim for Demon Mirror (Blue Ogre boss) and Ice Flame Set (Finish half the questline in the snow area and you'll receive 2 keys that can be used on the chest in the snow part of the map. you need to jump to there) Upgrade your weapon if possible
  
• The next area you want to go is the bottom-left. Complete evil buddha questline and get Juili armor. Combine lich king shield. And, forge weapon rank3 with witch weapon dropped from warlock and bm. At this point you should be able to complete ice-fire quest and unlock F skill.
  
• Next you need to upgrade ice flame equipment to Hexa equipment with the material dropped from bosses at Stone hill area (go to the area with meepo monster then enter a mine shaft) Meanwhile, start doing Kunlun questline and try to kill Spectre in Kunlun area to get rank4 forge weapon. You should now be doing six path questline that require you to hunt down element bosses since the final reward is fusion stone that you need in the next step. My timing for Hexa set is before 60 mins.
  
  Now you make it through half of the game and you should have learned 2 innate skill already. I recommend the one from polar master and ice palace npc.
  
  
  
• Your next goal is Lich divinity skeleton and devil ring of Hexa. The latter is a bit time consuming since you need six pieces of equipment from six element bosses. Meanwhile, farm Nuwa set from Slardar, Naga and medusa. Forge it into corresponding set. Your goal here is to combine that forged set into divine spirit set.
  
• Next, progress to heaven area and farm blue armor set (I can't remember the name). It doesn't drop but you can get it by opening the box that DK and Oracle drop.
  
• With this armor you can now farm fusion stone from various bosses like heaven emperor and shadow of nuva. Use fusion stone to combine Hexa set into Hexa reincarnation ring. At this point, you should have completed heaven and hell questline and use the key obtained to open a chest in hell and heaven area. Combine the two equipment together to get the non-awaken weapon.
  
• Next item is the no-drop purple ring, The material is dropped by the last two bosses in hell area. At this time, "awaken" quest should be available at npc near Kunlun to the left. Complete this case and you will receive a damage buff (For PL it's like a chance to proc ult when attacking)
  
• Proceed to the "last" area by enter a portal appeared after killing heaven emperor or jumping from snow area. Farm Wind Roar and a corresponding boss who drop the equipment suits your class. (For PL it's Eight Eternity or the Sven)
  
• Follow the blacksmith man questline and you'll get EX armor set.
  
• Lastly, use bead of element bosses to summon Emperor Rage at the center of the last area. Kill it with your non-awaken weapon and your weapon will be awaken which is way better than forge EX weapon. Now you have full EX equipment and ready to fight the last wave. Just don't forget to use W to dodge stunt and you'll be fine.

Feel free to correct me or add more information in the comment. I missed a lot of names and would be glad if someone can correct them.