I would play the single player campaign to figure out the dynmaics of the game.  After that play some random noob games until you can afford blood of the fallen as a favor item.  By then you should be able to understand small tidbits of the stuff they are talking about in the strategy forum.  Then just type demigod replays into google and watch the ones where the same DG plays each other, that you want to get the best at.

The only thing you control is your character that you pick and any minions that you summon all the things running through the portal are free agent npcs.