General Tips:
The biggest tip to succeed at this game is to manage your time effectively, time makes enemies stronger and chests more expensive to open. Making it harder for you to gear yourself out.
This is where most people's connundrum hits, as people want to gear themselves out as much as possible but gooing around and openning all the chests takes a lot of time, and at the end of the day its RNG whether you get anything worth your time.
So if the RNG gods haven't blessed you then all you've done is make it harder to get items in the future, and increase your chance to perish. Thus your best bet is to find a neat middle ground between farming items and leaving the zone to the next.
Aim to leave the first 3 areas within 4:30 minutes, anymore than that and you're slacking behind.
Character Tips:
Commando:
As the starting character there isn't much complication to playing the commando, only notable thing to look out for is that your roll doesn't give you iframes, so be careful what you're rolling into
In terms of build there is a be all end all strategy at the moment that will work with all the characters bar the artificer, and that's stacking attack speed and sticky bombs. Other than that, aim for on-hit items such as the AtG Missile MK. 1 as commando attacks quickly.
Mul-T:
Mul-T has two slots for equipment from the get go, and since equipment can be very powerful especially early on you'll want to fill those slots as soon as possible
In terms of items it's going to be the same for as the commando excpet you'll want to grab a leaching seed as soon as possible as since they always heal for 1 hp, the fact Mul-T attacks fast but for low damage synergises with these incredibly
Huntress:
Make sure there are always multiple enemies around when you throw out your glaive to get maximum value. Since you can sprint whilst shooting, get into the habit of always turning on sprint, especially after skills as they will cancel it.
Finally use your Arrow constantly early on but avoid using it the later in the run you get, as enemies will have an easier time hitting you when you cast it.
For items once again attack speed and stickies are king, they're arguably the best on the huntress due to hear high base damage on her basic attack.
Engineer:
Engineer plays differently as he himself doesn't to too much but he has his turrets which share his items, this can lead to some insane synergies
For items, while speed stickies are still insane, the engineer has his own king of item combos: Stacking bustling fungus and N'kuhana's Opinion. This is because bustling fungus give an area of effect heal when stationary, which your turrets happen to alway be.
Not only that but the healing circles stack, so if you place your turrets in each others ring they'll get double healing, and the more fungi you stack, the greater the healing and greater the radius. Next you grab a N'kuhana' opinion to convert that healin to damage and you're sorted.
Artificer:
Artificer is unique as she has a charge system with he basic attack. For this reason the trusty old strat of speed stickies doesn't work very well anymore, instead you build around her second ability by stacking as much burst damage as possible. For this reason items such as crowbar and crit goggles are essential. NExt up is backup mag so we can store more of our attacks and alien head so they recharge faster.
Mercenary:
Mercenary is our only melee character, for this reason he has an attack progression where every third hit deals triple damage, make sure you're always landing this attack, same with his dash as it will reset up to 2 times if he hits an enemy, getting these resets is essential.
Finally his eviscerate can be used to dodge attacks thrown at him. For items, since he's melee getting defensive items like the teddy bear is more important. Bandoliers are better since you'll always be in range to pick them up, and other than that it's speed stickies all the way.