Other than USE YOUR RESIN, not that I can think of. Game's thankfully devoid of newbie traps. Also Condensed Resin is your friend because it cuts the number of times you need to run Domains and whatnots by about half - those start getting pretty tedious before long, as such things are wont to.
There's actually one thing you should watch out for - upgrading your Adventurer Rank and World Level, because the latter determines openworld enemy levels. In particular be careful of going into the stretches where where World Level upgrades without a quest, because those can leave you unpleasantly underleveled. I-it's not like I'm speaking from experience or anything... orz
Though the option to drop your WL by one they added some time ago should help a lot there. (It wasn't yet in back when I messed this bit up.)
Glad to hear it, I've been using my resin up whenever I play so I guess I've been doing that right at least. I'm still figuring out what, exactly Domains are all about. They seem like dungeons, basically? Also that, uh, spiral abyss place? I did three floors of that and it seems like it's just a gauntlet of challenge fights.
Yeah, Domains are mostly mini-dungeons where you farm for Artifacts (essentially your gear) and various upgrade materials for skills and weapons. There's also ones that form short self-contained "dungeon crawls" that just give you set rewards from clearing once.
If you're familiar with Honkai the Spiral Abyss is broadly the equivalent of the Memorial Arena though structured and scheduled differently. Too much sweaty_speedrunner.mpg tryharding in the later levels for my taste but endgame Youtuber types tend to use them for experimenting with characters and builds.
Things like loot sharing and other common points of conflict.
Near as I'm aware (foreveralone.jpg type of MMO player here) drops are per player so no worries about stealing the other guy's shinies.
Are the weapon banners worth doing though?
Pretty sure those are considered bad, badder, even worse unless you're a big-spender whale.