Sadly, thus far you can pretty much only do the first campaign, over and over. At about level 10, you should be able to solo the campaign.
TIP: When you are able to solo all the content, run through each and every dungeon, in all parts. This will allow you to maximize the amount of loot you can gain from rare spawns.
While I have yet to get a Legendary drop from any mobs, I have found plenty of Magic items.
TIP: Make sure to break all the magic items down to their component parts. Those components will allow you to craft items.
Crafted items are far superior then most drops, so you will be able to solo even better.
TIP: At low levels, the best stats to try to find seem to be increase in run speed, as well as bonus to magic find. Run speed, will allow you to beat the competition when running towards elites. More damage equals more loot. Magic Find will increase the amount of magical drops you receive.
While other stats might seem more important to you, such as stat bonuses, at low level they won't matter too much.
So far, PvP and the RMAH are NOT live. So I can only provide tips on what is in the game.