First if you're playing normal Elona, get an upgrade to Elona+. I personally would never have been able to do all this cool stuff on normal Elona. I don't know exactly what it is that makes Elona+ so much more accessible to me, but.. it just is. So here are some tips:
I recommend Juere Claymore, as it starts off with a lot of the useful skills like Greater Evasion and Eye of Mind. You could just as easily change that to Warrior if you're more interested in heavy armor. (A bunch of the nicer things like seven league boots and cloaks of vindale, while not necessary, give a lot more DV than PV, so I've traditionally gone light.) Pianists are easy in the sense that you don't have to do anything, but you don't really gain much more skill from standing around and having a pet cut things up for you. Do you need any help on choosing feats?
Focus on getting a nice weapon and some armor. Try not to fight until you can fill all your body slots with good stuff, generally things of metal, steel, etc. If you feel really fancy, you can even go for stuff like chrome, titanium, emerald, diamond, or rubynus. Change material scrolls (get a big stack and bless them) will be a huge help here, making terrible gear actually usable. You may have to invest in a few magic stores before you can get a super huge 30+ stack.
Just do miscellaneous quests and use the platinum to learn all the essential skills. (Cooking, Gardening, Traveling, Investing, etc) Gold will also flow in quickly this way. In general, don't buy stuff from blacksmiths as it's pretty bad. If you see a gear reward of the type you want (breastplate, longsword, panties, etc) grab it and identify it. Even if it's not a good material, you can reroll it. Be on the lookout for large amounts of resistance (### or more) and stat boosts (any are fine, though of course the relevant stats would be better). Unfortunately, this stage of the game lasts pretty long.
Don't feel the need to use only named artifacts, whether they be static (<Unknown Shell> kind of thing) or random. If you have just normal stuff with good boosts, use it.
Be on the lookout for blessed potions of restore body/mind. If you drink them, you'll get a pretty sizable stat boost. They're basically free stats (though they wear off when you die) so get them whenever you can.
Save the legitimate static quests for later. They can be really tough depending on the whim of the RNG. Puppy Cave could be filled with kobolds (surprisingly powerful against newbies), and the slimes in The Mine are nothing to mess with.
Very importantly, DO NOT DIE... you will lose money and stats, which is super bad. Always know when to escape. The best way to avoid death is to not do dangerous things until you're way overleveled, but that's also boring as heck.
And keep at it! It's taken me about 140 hours to get to where I am now on my strongest character. (65 Elea Wizard in case anyone cares)