When you press on the character avatar in the upper left corner of the screen and head on to the Role tab, you will see what are the main stats that you character and class rely on. These stats are marked with a yellow "M" and they are what you should focus on. Whenever you get a choice to pick between several stats, think about the stats which your class needs first, then consider the rest. Take this into consideration when you want to pick the Gems to embed into your slots and when transferring stats to your end game gear.