Contrary to other guides that may exist, this walkthrough will refrain from telling you to spend shards, the game's premium resource. This will give you an upper edge if you have enough shards to get the best shard perk in the game, if you have that many, whenever a rough title update may roll around.
Your First Run
Start a new game and your character will slash away at the foes in front of him. You may also 
click the area you're in (anywhere that isn't involved with the gray bars or the circles in the top left) to use energy (green) to attack faster. Running out of energy will make you tired and stop attacking for a moment. You'll see a starting weapon down in the bottom of the screen, the No Name Dagger. Kill enemies to earn rubies, then use these to upgrade the dagger's power.
Note: Always click fireflies when they appear on screen. You must click on 20 for an achievement. Take a look at the portal symbol in the top left of the screen. This indicates the zone you're in. Each zone, including Zone 0, has a champion marked with a star. Champions drop candles of varying amounts. The higher the zone, the more candles are dropped.
After killing enough enemies, you'll finish a quest. Check the quests icon (a goblet) in the top left or press 
and 
to get to it. Redeem your reward of five shards. Do not use these yet. You'll also level up relatively soon, so now it's time to learn about the leveling system - somewhat. The best builds related to earning achievements are for strength. The first point into strength costs 1SP and you earn 3SP per level up. The second level costs 2SP, the third 3SP, and so on. Fortunately for you, the best skills you need are unlocked after spending 1SP to get 1 Strength. Put equal points into Bloodthirstiness and Rage of Darkness whenever you level up.
The Rage of Darkness skill activated with 
then 
, puts you into a rage with the stat increase based on your Rage of Darkness level and constantly drains your energy. The Bloodthirstiness level increases the amount of energy you gain back after killing an enemy, which helps fuel Rage of Darkness for even longer. In caves, bats restore a huge chunk of energy.
You will unlock various in-game achievements in the shield icon tab, Catalog of Reminiscences. Earning enough of these will get you a free celestial chest, which you'll earn later on. Defeat enough champions until you are in Zone 5 and when you have 21 candles, shown in the upper right, then locate the red pentagram symbol and use it to perform a (1/5) Ritual on yourself. This will turn all your candles into black wax.
Your Second Run
Click the floppy disk icon in the upper middle of the screen to get three free shards! Neat. This is available once a day.
Head to the shop tab, ignore the Black Wax Store, and go to the Market. Purchase the key there for 20 black wax (BW), then move a tab over to the right and open the (1/5) Rich Chest with the key you just got. You will always receive the same contents in this first chest.
Move to your inventory and equip the blade by selecting it, then moving it down to the open slot next to the No Name Dagger. You cannot afford the first level for it to add to your damage output for quite some time.
We're after candles, so once again reach 21 candles and perform various little tasks in the Catalog of Reminiscences. As you progress to this point, try and click a total of 500 times to complete one such task and reach Level 5 for another.
You should unlock a (2/5) Celestial Chest from the Catalog of Reminiscences. Open it to receive a Sword of Excellence, Stone of Dominance, and Stone of Tenderness. Place the Sword of Excellence into your current inventory (next to the Blade) and perform another (2/5) Ritual. Make sure you're routinely collecting quest rewards when they're done!
Runs 3-5
Run 3: You now have 22BW and should be getting close to having 24 shards on hand. Save the shards for much later - it'll be worth it for later title updates down the line. Head to the Black Wax Store and spend 5BW to double your ruby income, then 6BW, then 8BW! You'll be raking in 4x as many rubies as before and this is a permanent upgrade. Try to kill the champion in Zone 9 and reach Zone 10 before you perform another (3/5) Ritual. It may take some waiting around for your Rage of Darkness to recharge at some points, but i'll be worth it. You cannot beat the boss in Zone 10 right now.
You will get achievements for simply reaching Zone 10 as well as having 50 candles on you at once.
Run 4: If you have lined up perfectly with this walkthrough, you should have a solid 58BW! Spend 40BW to upgrade the experience gained from monsters, then another 10BW to increase the value of your rubies. You should have bought enough stuff in the Black Wax Store to earn a free (3/5) Grim Chest! Open it up and acquire 24BW, a Dagger, and a Voodoo Doll. Save the BW you now have for the start of Run 5 - just make sure you reach Zone 10 again this time! You'll end this run with your fourth (4/5) Ritual. You should have killed at least 25 champions by this point.
Run 5: During this run, spend your BW on buffing your experience from monsters again. Progress to the boss at Zone 10 again and perform a fifth (5/5) Ritual.
Crafting
Remember that Dagger you have from your first grim chest? Press 
on the inventory screen to enter the Inspect menu. Press to move to the Disassemble screen and disassemble the Dagger for 12 Iron. You can upgrade your Blade with this 12 Iron, which will also give you an achievement. If you're in here for the long haul, consider saving up Iron from future weapons to disassemble and use it to upgrade your No Name Dagger. You can purchase one weapon per run with BW and can accumulate Iron this way.
While you're here, consider placing your Stone of Dominance and Stone of Tenderness into a weapon of your choice.
Runs 6-10+
You no longer have to follow a specific set of instructions as you complete the rest of the present achievements in the game.
Leveling & Build: As you level up, stop leveling Rage of Darkness at around Lv10 as that's when a soft cap takes place. You may as well stop leveling Bloodthirstiness at Lv10 too and maybe stock some points into the base strength or maybe even dexterity. At 3 dexterity, you can gain skills that increase the frequency and usefulness of fireflies that can combo well with Rage of Darkness. Beyond Lv10 in these two skills, you can further level up strength to 5 so you can get a new skill that increases the amount of rubies you get from fallen enemies.
You may have noticed you have three energy potions in your 
potion inventory; when you reach Zone 10, use one of these to refill your energy so you can use Rage of Darkness to kill the Dragon of Eternity for the first time. Doing so will give you a (4/5) Boss Chest! Wonderful. You could save these potions and simply kill the boss by shoving enough BW into perks so you can kill the Dragon of Eternity through raw power, but it's highly worth it to kill this thing as soon as possible. The boss soul you gain from the boss chest can be used to passively do one of three things seen in the top right in a new window. The soul is not exhumed and is simply given something to do. If you get more boss souls at more 10x Zones, you'll be able to do different things. The soul(s) can only do one thing at a time and you aren't guaranteed a boss soul after in each boss chest. With just one boss soul, make it create a ruby every 20 seconds. It's not much but it's something.
You'll find that you will hold over 100 candles at once, which grants you another achievement. Additionally, every time you hit Zone 10 from now on, you will not have to fight the boss and will get a big pile of candles for free before being sent to Zone 11. This will significantly increase your BW profit and you can now easily grab 100+ candles per run when you get to Zone 10 or higher.
Black Wax: You gain an achievement for opening two more chests, so keep on buying upgrades with BW to get a (5/5) Grim Chest. You should prioritize experience from monsters, followed by experience gain when you've gotten to around 12 experience as a base in that perk. You'll eventually reach a point where you'll be leveling up like mad compared to the start of the game! After that, chuck a bunch of BW into the value of rubies to accelerate your ruby income, then follow it up with improving your total damage multiplier.
The stats for initial damage doesn't seem to be super useful and is only really nice for increasing the bar for a grim chest. The stat for usurpation return is not useful unless you buy a usurpation potion, so ignore it unless you get to some insane point where you find it cheap to fill the grim chest bar with.
You may also unlock new weapon slots in the bottom of the screen! I don't expect you to grab the one that costs 100,000BW anytime soon unless you really like the game, but it technically won't be too bad to grab 9,000BW to get two more slots if you feel like sticking around.
The Future
Go to sleep. Do something else for 12 hours. When you return to Grim Idle and boot up your save, you'll get an achievement and some passive progress that was accomplished in that time.
Leveling & Build: So far, I've found success with massively boosting experience gain, then leveling Bloodthirstiness and Rage of Darkness to Lv10. Raise your strength and dexterity to 5 so you can invest in Greed to gain more money. In the dexterity tree, raise Huntsman and Devourer of the Light to Lv5 to essentially give you nearly infinite energy supply. The dexterity 5 skill Nimble Fingers adds +100% damage to clicks... which is entirely what Rage of Darkness is all about. If you can invest that to Lv10 on top of the previous suggestions (and Greed at whatever you feel like), you should be able to defeat the third boss and unlock another boss soul. Put your two boss souls to work improving your critical hit damage! It'll all snowball from here with the further use of BW.
Shards: It definitely would be a good idea, at the very least, to open your save every day and grab a few shards for your trouble. In the apocalypse scenario that certain hundred-hour-task achievements are added, you'll have some progress towards the 500 shard upgrade for multiplying your BW intake by 80%. The other shard upgrades are hardly worth it as most of these stats are increased by BW itself.
The future is uncertain and it is unclear what achievements title updates may bring, let alone how many more there are. Play and progress past the current achievements in the game at your leisure as title update achievements are retroactive. Nothing wrong with future-proofing yourself! Have fun - or move on to a different game!