You can follow this guide specially if you are a beginner.

This guide has 4 core items.

1. Mask of Madness
2. Phase Boots
3. Black King Bar
4. Dagger or Lothars

Situational

1. Blademail
2. Daedalus
3. Heart of Tarasque
5. Aganims

First thing you need to do is farm for Mask of Madness (MOM). Couple MOM with Sven's 3rd skill and you'll farm even faster.

Once you have MOM, save for a brown boots and go to the jungle to farm for Black King Bar (BKB). Black King Bar will help you gank enemies at mid game. You will also be invincible with BKB ON during clashes. Make sure to activate God strength to make yourself even more effective.

After that, save for a dagger or a Lothars to initiate a clash or to escape from a dangerous situation.

If you are the tank for the team and the enemy focus fires on you, you may purchase Blademail (BM) and Heart of Tarasque (HoT). Do not forget to enable BM during clashes. The reflected damage from BM will temporarily keep the enemy hitters from firing at you.

If you want to deal great damage, then go for Daedalus + Monkey Key bar.