Rough priority for stamina:
1) Farm Tuesday daily for black and power orbs
2) Pick up new characters and memory crystals from events
3) Farm Sundays for XP
4) Farm Saturdays for Non Elem / Ice orbs
5) Farm Wednesdays for Wind / Lightning orbs
7) Clear events for orbs, mythril and item rewards before they expire
8) Keep clearing dungeons for stamina, new characters and orb, mythril and item rewards
(note that this means that Mondays, Thursdays and Fridays are your days to do #2, #7 and #8, try not to skip farm days, especially Tuesday and Sunday)
Abilities:
Retaliate, Boost, Curaga, Double Cut x2, Power, Magic and Armor Break and 2* spellblades should be your first focus
From there, work on 3* BLM damage spells, Diara, support busters, Intimidate, Tempo Flurry, Draw Fire, 3* spellblades, Kirin, Shiva, Stop.
Make Protectga, Shellga, Magic Breakdown, Power Breakdown, Ruinga, Valefor and Carbuncle when you can, also Reflect and any other weird stuff you need to bring for mastery conditions
Make and hone Waterja, Ruinga, Diaga, Valefor, breakdowns
Once you start getting majors, make Meteor and Full Break, also start thinking about other -ajas, Dismissal, Lifesiphon (once it's out),
Hone the fuck out of everything above besides Protectga and Shellga and probably Reflect on as-needed basis while banking orbs in order to be flexible for future content
Mythril:
PULL ON HOPE BANNER
After that, feel free to pull once on every new banner (11x for 50) but I would keep some in reserve in case we get any great events / banners for the holidays. Would advise not pulling more than once on a specific realm though; depth of synergy is all-important.
Don't be afraid to upgrade inventory size to 200+
I would encourage doing a 100 gem pull on every banner. Think of this as your subscription; even 3* items will likely start helping you a lot, especially if you get a duplicate that you can combine.
Don't burn mythril on stamina refreshes yet. More benefit once you have more stamina, obv.
Other Tips
Spend a lot of time checking quests, particularly bonus quests that will award new characters.
Pick up the "spring" RMs from the core characters as soon as you can. In particular, Summon and Mana Spring (BLM and Summoner to level 50) are extremely important and useful.
For your retaliate career (next few months), pick up Double Attack RM (Josef) and put it on a healer
Item synergy is incredibly important. At first, you will want to combine 1* items to make 1++, which is generally on par with a 4 item that has no synergy. In particular, swords, daggers, helms, bracers and any wizard-type gear (hats / robes) will be very useful for a while.
Read the reddit and ask for advice. There is a ton of useful info and resources here, especially to min-max your way through events on a budget. You will want to get as far as possible during events without giving up too much farm and stamina progression time because the rewards for completion / mastery are one-time and will not come around again.
Push yourself. With even a basic retaliate-focused ability bank, damage RWs and some judicious S/L, you can probably farm the EX+ dailies now or very soon. Even though you are behind with respect to missed events / rewards, you have a leg up in that you are starting your career with this great tool available. Don't waste time tacking many elite dungeons though, especially ones with multiple boss fights. Exception is anything that rewards 2 stamina shards or a key RM, also some of the early elites have great awards such as Light Rod / Staff.
Don't wake up in the middle of the night to play. This game is great but it is not worth compromising your health.