At the initial character roll you cannot select starting gear and distribute stats manually, but you are free to reroll as many times as you want. Since some items and stats are more important than others, makes sense you spend some time here until you get a satisfactory result.

Gear

Useful items that you should be looking for:

Best:

• lucky coin - grants bonus gold for kills, as well as better sell prices. A very powerful item if acquired early game. While it does not provide any immediate combat bonuses, it makes you more powerful in the long run due to its financial benefits.

Good:

• playing dice - improves your odds at gambling. If you do not know why gambling is important, see How to get more stats below. Anyway, this is a good item to help you stay afloat during early stages of the game when you do not have excess money.
  
• unreliable poison - improves your damage-dealing potential substantially. Only lasts for a few turns, but can be a game changer when you fight a tougher enemy. Killing a tougher enemy early on means you can loot him for better loot and snowball faster.
  
• leather bracers - provide stats. Bonus is quite nice for early game when you do not have high stats yourself.
  
• leather boots - provide stats and make Scavenge action more effective.

Nice-to-have:

• rabbit's foot - improves your rolls in combat and in quests. Good quest roll can mean a difference between a quest successfully completed (and rewarded) or a quest miserably failed. You do not want to fail a quest in Heads Will Roll for more reasons than one) See How to get more items below.
  
• coin pouch / poor man's pouch - provide 1 or 2 slots for consumables. Inevitably require consumables to be of use. Granted, early on you may have other priorities than acquiring or crafting consumables.
  
• alcohol - best stress relief you can get in this medieval setting, huh. Surprisingly useful in training. Yes, you can drink and train in HWR)

As you can see, weapons and shields are not even on the list. This is because you can only roll low-tier gear at start and low-tier gear is easy to acquire anyway. Sounds a bit counter-intuitive, but at this point you can pretty much disregard the item that you are supposed to use for killing enemies.

Stats

You can more or less disregard the initial stats as well, except for your Virtue. Virtue is a valuable resource that can help you get through trouble with less damage, less effort, or more reward than usual. Gaining Virtue is hard, while spending is easy, so I recommend you start with at least some to spare. Also, it is easier to gain Virtue if you already have some, which makes it a self-sustaining resource in a sense.

Ok, once everything is set, let's go to the first Hub. If you want to be successful in combat, your main goal in a Hub should be to gain as much stats as possible, as well as the best gear possible.

There are several way you can get gear in HWR.

Quests
Your best bet to get out of early game misery is Quests. While you get yourself familiar with the game all quests are definitely worth checking out for the fun of it. The idea is to find out which quest gets you where. Try thinking of all quests as belonging to one of the three categories - story, investment, or profit.

Story quests are very nice for immersion, roleplay, and lore, they are sometimes required to progress through the game or to get closer to a pretty lady, but do not yield much in-game profit otherwise. On subsequent walkthroughs you can ignore some of these and spend more time on training.

Some quests that require lot of effort to complete do not provide any immediate benefit, but can be very rewarding later on - that's an investment. These are harder to figure out due to their delayed nature, but generally worth the trouble. For one example you'd be surprised what your friend Bartholomew can accomplish if you actually manage to keep him alive and well.

Then there are profitable quests, our bread and butter. Early game these will help you get some decent generic gear, while later on you can target specific quests to get specific rare items. Some quests under this category do not grant a reward as such for completion, but provide a way to acquire things in process, so keep your mind open for opportunities.

Loot
Once you are decently geared, you should try and kill as many enemies as possible, because Loot is going to be your main source of income further on. Tougher enemies mean better loot, so it is very important to snowball as fast as possible. Number of items that you get from a kill is semi-random. You can improve your odds of getting more items by equipping 4-leaf clover. The only caveat (beside killing the enemy that is) is that looting bodies decreases your virtue. If you do care about virtue (I think you should, high virtue makes many things easier or better), you have to find a way to offset this slow natural drain.

Trade
Then there is Trade. If you feel undergeared, you should buy items. Please note, while generally the list of items that you can get with trade is defined by the current hub (high-level items will only spawn late in game), having a good reputation with soldiers lets you bypass this limitation. Better items start spawning once rep is over 60, then even better items start appearing at rep over 85. Re-rolling items in trade window costs very little time, so it is ok to refresh several times to get the item you need.

If your gear is ok, then use trade to sell everything you do not need and buy alcohol. If you do not know why alcohol is important, see How to get more stats below.

Scavenge
Last, there is Scavenge - it is an action available under Travel in Quests and Travel. Can be used once per hub. Guaranteed to yield at least some low-value items (mostly crafting components) with a chance of smth extra. The caveat is that you may encounter trouble on your way back to the camp and get injured and/or tired. I would say Scavenge is definitely worthwhile for crafting, but less so for finding gear. Overall, this is the ultimate poor man's option - no money and very little time needed upfront and you are guaranteed to get at least something, but risk loosing time (from getting fatigued) and money (to heal injuries). Overall rating - situational.

Training to get more stats is easy. It is mitigating the fatigue from the training that is so damn time-consuming. Let's have a look at our options here:

Alcohol
The most time-efficient way to get well rested is to appreciate your red burgundy or some good ol'ale. Each consumed bottle will discard 1/2 of your maximum fatigue, which equals to two training sessions and thus two extra stat points. You will also gain some rep with soldiers. This should be your preferred option whenever you can afford to spend 45 florins for a bottle of spirits. One downside is that you have to offset slight virtue loss that happens whenever you drink.

Gamble
Next way to relieve stress is Gamble. It is far less efficient than drinking - you need 6 gambling sessions to recover all your fatigue as opposed to just 2 drinking sessions - but still gambling is your second best choice. If you do not have the playing dice trinket, you will lose .25 florins per session on average. If you do, you will gain .65 instead.

Hang around campfire
Least efficient option is to Hang around campfire. You need to do this 8 times to fully recover fatigue. Do not do this unless you have no other options. And if you have to, at least bring the lute along. This way you will have a chance to at least improve your reputation with soldiers (1/3 chance of rep +1 per session). Reputation with soldiers improves items you get in trade window, but also affects equipment of allies that may come to your aid in battle.

So to sum this up:
1 Drink = 2 stats
1 Gamble = .66 stats
1 Campfire = .50 stats

Also, taking any of the above actions will fully restore your stamina and hp. You may want this in case say you have equipped a trinket that adds vitality and need to restore hp to the new maximum.

Without going into much technical details, this is what I have figured out so far:

Primary:

• ENDURANCE (END) - Helps you prevail in energy war, also (surprisingly) indirectly affects your chance to hit enemy and evade enemy hits. Has most influence on you combat efficiency per first 6-8 points invested, with diminishing returns later on.
  
• WEAPON SKILL (WS) - Affects damage, chance to hit, Offensive stance efficiency, all Feints efficiency (chance to succeed). Remains relevant throughout the whole game.
  
• STRENGTH (STR) - Improves you Shield Bash efficiency (chance to hit with a shield, amount of stamina that your opponent loses, also very slightly affects chance to stun enemy with a successful bash), used in many checks and saving rolls in quests.
  
• AGILITY (AGI) - Improves your Skill Feint and Agility Feint efficiency, chance to hit enemy and evade enemy hits, defensive stance efficiency, used in many checks and saving rolls in quests.

Secondary:

• COORDINATION (CRD) - Improves your stamina recovery. Becomes more and more important as you progress through the ranks.
  
• VITALITY (VIT) - Increases maximum hitpoints. In all situations you should try to evade as many enemy hits as possible, but if an enemy lands a blow, it is good to have some HP buffer to survive that. Becomes more and more important as you progress through the ranks.

What I would do is level STR and AGI to 6-8 points each first to be able to equip decent gear and also to pass checks in the initial quests, then up END and WS to match. Then continue leveling STR, AGI, and WS in parallel, occasionally adding points to CRD and VIT.

The general idea is to hold your ground, gather resources and wait for opportunity, then strike hard when success chance is at its maximum, go to defense again, rinse and repeat. Defensive stance should be your default one, you only switch to Offensive stance once you are ready to strike, then you switch back immediately.

Below is a sample checklist for efficient combat. Each turn go from the top of the list downwards until you find the applicable action for this turn.

• Make sure you are at Defensive stance and your stamina is at maximum. If is it not, Recover until it is.
  
• Check your fatigue and your opponent's. If you are more fatigued than your opponent, then Respite OR seek ways to inflict damage on enemy's stamina and fatigue (more details under Energy war below).
  
• If stamina is at max and your enemy's stamina is NOT low, seek ways to inflict damage on enemy's stamina and fatigue.
  
• If stamina is at max and your enemy's stamina IS low, or enemy is stunned, switch to Offensive stance and go for best attack option. Consider chance to hit vs. damage inflicted. If your opponent still has plenty of HP, then 100% chance to inflict 15 damage is statistically inferior to 60% chance to inflict 30 damage.
  
• Rinse&Repeat.

This is of course a trifle oversimplified, but should get you going so that you can figure out the rest yourself.

This is all about getting your enemy more tired than you are, thus weakening his defence and offence.

Passive ways to prevail in energy war are to have high END and CRD. END increases overall stamina pool AND also affects how fast you get fatigued, by increasing thresholds. CRD improves stamina recovery and Respite efficiency.

Then there are active ways to impair enemy, which are quite straightforward actually:

• If you have a shield AND have more STR than AGI, then Shield Bash is your best call. Most effective against enemies that do not have a shield and have less STR than you.
  
• If you have more AGI than STR, then Skill feint is your best friend. Skill feint becomes more efficient the more AGI you have. If you are lucky enough, you may learn to perform Agility feint later in the game, which is even more efficient with high AGI.
  
• If neither of the above is efficient, Respite is your last resort.

Hope this guide helps. Let me know if there is anything else I should add to it.

If you have a screenshot or two that would fit right in and you don't mind sharing, let me know too. I will be taking my own screenshots eventually, but I am rather occupied these days so it may take a while.