Just got the game this week, and I am a level 5 Warlock.
What is there to know about the game?
Best characters/subclasses to use?
Key points about the story?
Best weapons to use?
What are the differences between the enemies' races?
Other important stuff?
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Bounties and Strikes will level you up fast. The Cryptarch is a jerk. Prepare for nerfs. But most importantly, have fun!