Maps will help you a lot, but they don’t come automatically. You’ll need to buy maps from Cornifer, as well as tools that improve you maps (a Quill to add new areas, a Bench Pin to mark benches, and a Vendor Pin to mark vendors). You’ll also want to get the Wayward Compass sold by Iselda. All of these things cost geo, but it is well worth it for how helpful they will be.
Note: if you have the Quill, it will update your map once you rest at a bench. A bench basically serves as a checkpoint, while also allowing you to equip charms.
Make sure you buy new maps from Cornifer whenever you encounter him. Scattered paper, as well as the sound of his humming, will be clues that you’re close to his location.
Buy maps and tools for the map as soon as possible.
Don’t be stingy about spending your geo. You want items that can help you, and there’s always a risk of losing your geo along the way.
While there is a bank, certain things will happen if you deposit enough geo into the bank, which will lead to what is essentially an optional quest/battle, so keep in mind that you can’t really use it as a way to save your geo.
Watch enemies and learn their patterns to fight more effectively. The Hunter’s Journal, obtained from a Hunter east of Greenpath, will also provide tips.
Make use of upward attacks and downward attacks, both in combat and to help you in your exploration.
Although your shade will disappear if you die, the same isn’t true if you save and quit. You can take a break and come back later without losing your chance to get your shade.