Primary Attacks are attacks with your chosen weapon, for eg. Fiery Short Bow, Hammer of Sol, etc. Primary attacks generate Energy (the blue bar under the players health bar).
Power abilities will trigger when you have full Energy.
Energy is gained not on attack, but on enemy hit.
Investing in the following stats will increase the rate at which you generate Energy, & thereby how often you activate your power abilities:

• Attack Speed
  
• Instant Attack Chance
  
• Projectile Amount
  
• Projectile Split Chance
  
• Projectile Pierce
  
• Double Shot Chance

The bonuses are so smol.

Item rarity is king.
Grab any stat increases you can to item rarity find chance.

You start with 10 body parts.
When you lose your first body part you start taking damage over time, known as 'bleed damage'. This bleed damage will not go away, so you will need to offset it with health regen if you don't want the loss of your first limb to create a downward spiral.

• Fiery Short Bow

Best weapon for beginners.
Pairs well with the Auraborean race when you unlock them,
but works just fine on humans too.
Bows generally are very good in this game,
seems like range is nearly always king in bullet heaven games,
& Conquest Dark is no exception.
Grab as many extra projectiles & as much attack speed & 'instant attack chance' as possible.
Instant attack chance is just a chance to attack twice in very quick succession.
Pick 'Fire Arrow' & 'Burst Shot'.
You will need to pick a character that can actually use them,
like the hunter.

• Anything with a shield

Stacking block chance on a weapon that comes with a shield makes
for a very survivable build.

The dodge charges are the white chevrons at the bottom right of the screen when in battle.
Look for the 'Dodge Charges' stat on equipment.
Dodge charges are by far the most useful stat.
That being said you get diminishing returns, so don't overdo it.
2 Charges are a lot more useful than 1,
3 is a nice improvement over 2,
4 is probably overkill if you get it too early in a run.
Try to balance it out with with your more offensive stats.
A good rule of thumb is probably to try to match the number of dodge charges to the 'Tier' you are currently on, visible at the top of the screen when in battle; ie. Tier 3 you want 3 dodge charges, tier 4 you want 4 dodge charges, etc.
If you are playing as a class with access to 'Survival Tactics', like hunter, you can get it that way rather then having to rely on equipment for it, & can therefore focus on using equipment to boost damage.

• Edge of Darkness

Is op.
Acquired at lvl15 Thieves Guild.
Chance to reset doge charges on attack.

• Zaladon's Ring of Rapid Strikes.

Pairs well with edge of darkness,
but also very good generally.

• Lunar damage

Arguably the best, because it freezes your enemies,
making AFK builds possible.

• Sick Burns

Alternatively, stacking burn damage is great for melting bosses if you want to progress quickly.

Increasing your proc chance is useful for so many things, so do it when you get the chance.

• Leap

Leap is overpowered because you can bunny hop with it and the enemies will never be able to touch you.

Life loss abilities are based on the number of body parts you lose, not the % of health left in the bar, so those are must grab buffs after losing a body part.