Helpful information for new players…
Initially, concentrate on completing the first four chapters of the season journey (you can view this in-game by pressing Shift + J) as completion of chapters 2, 3 and 4 each give you a Haedrig’s Gift containing two pieces of a set armour for your hero which means that once you’ve obtained all three gifts, you’ll have a full 6-piece armour set, which will confer huge damage and mitigation bonuses to you.
As set items only drop from Torment 1 and above, that won’t be very helpful in terms of obtaining set armour / weapons / jewellery.