After a few hours of gameplay you will be given the option to tackle three areas - Baur's Reach, Luma Pools, and Mouldwood Depths in whatever order you want. Select Baur's Reach first as doing so will enable you to unlock an ability called Light Burst which you will help you out a lot in Luma Pools. The area you should save until last is Mouldwood Depths as spiders live there.