My advice is to work your way through the rank missions. Play on the highest difficulty that doesn't frustrate you. When you get stuck, for example at a Hall of Heroes, try playing the Arcade instead.
At the top of the New Recruits forum there is a permanent link to Useful Links for New Knights. You might read some of it. We have an extensive wiki. It's not perfect (especially because a lot of the images are missing right now), but you can learn a lot about the general rules and specific equipment and levels.