Artifacts
After passing a particular stage, you will get the chance to collect Mythstones after defeating a Boss. Mythstones are used to craft and level up Artifacts. Once done, they will give you very good bonuses. You will retain them after you go through the prestige process. However, they are very expensive. Always upgrade an Artifact if it costs less than purchasing a new one, but only if you are satisfied with the bonuses it will give you. If not wait to get enough Mythstones to purchase a new Artifact.
Heroes
The order in which heroes are recruited does not effect on their base damage or health. Every new hero will have more of both stats. The largest difference is their abilities. It does not matter which one is selected first. When recruiting heroes, consider choosing those that you already have Gear for. Heroes will be very useful after leveling up. To get the option to level up, maximize their level upgrades. Keep things balanced and start by upgrading all your heroes a few times. Then level them up one at a time. Start with the first Hero you obtained, then work your way to the better and more expensive ones. You will probably get the maximum level upgrade for one herom and the cost of leveling up will become too high. When this happens, work on the better heroes. Do not ignore your heroes' health. High health allow them to survive longer in battle, lessening the time you need to wait for them to revive.
Prestige
After reaching stage thirty, you can Prestige. Doing this will reset your current progress so you can start again with all previously obtained Artifacts and Mythstones. You will also retain the gear that you have equipped your Heroes with. After you Prestige you receive extra Mythstones and other boosts. Consider choosing to Prestige as late as possible, optimally when you get much better bonuses than what you obtained from the previous Prestige.