Diablo
- For a Rogue the main stat to focus on is Dexterity. If you pick Strength it is just to be able to wear better armor. You might want Vitality to have more HP, but only if you are having trouble. Every level you get 5 stat points, so go with something like 4 dex:1 other at the start.
- The game has quests. Most of them are optional and you won't get all of them in a single playthrough. See: https://diablo.gamepedia.com/Diablo_I_quests
- You'll come across shrines in dungeons. Some are positive, some are negative. Some of them have permanent effects on your stats. They have fixed names and you can find guides online which tell you what each one will do.
- You can drop items in town and they'll stay there during your entire playthrough.
- Make a point of visiting the witch often. Unlike in Diablo 2, there aren't really any class abilities per se. Instead, all magic is shared between all characters and learned from purchasable spellbooks. Not all of it will be useful to you if you're playing a rogue, but it's better to have them than to need them.
- The "Black Death" variant of zombies, in addition to their regular damage, permanently reduce your max HP by 1 when they hit you. It is not immediately obvious they do that, and they're not otherwise particularly fast or hard to kill (as they're still just zombies, after all), but you probably want to avoid taking more hits from them than you have to.