Destiny

The first time you do a story mission or a strike (dungeon) you get a HUGE bonus of XP.

Running it a second time gives you 0 bonus xp, you only get the xp you get from kills. You would get exactly as much XP from doing anything else, including farming. (Doesn't mean you should farm, but you could do patrols or whatever)

So obviously DO EVERYTHING ONCE. Then when the next story/strike available is too high level, you can just kinda mess around in PvE or PvP. (Note: your average pvp match lasts ten minutes and rewards 4000 XP each time win or lose, which is only a little less than you get for a "hard" tier bounty, so definitely consider pvp if you can even remotely tolerate it.)

Level of your enemies doesn't matter for xp! You can kill level 1 mobs with friends co-op and get just as much XP as you do from killing guys on the latest story mission on mars or whatever.

Problem is; getting to the soft-cap (20) in this game is extremely easy. Everybody is already past 20. So yeah, you're just gonna have to burn up to 20 doing things mostly solo. You could ask friends to join, and it could be fun, but they won't get much out of it. But 20 also won't take you long at all.

Once you're 20 (pretty much as soon as you've done everything once) then you have to start collecting gear to level yourself past 20 up to 30. This is called "light level" and it works like ilevel in WoW. Its your equipment level. Heroic dungeon gear will get you up to like 27 especially if you upgrade it with ascendant materials you get from doing dailies, and then you can run the raid to get raid gear and get to 30.

There's 3 classes but there's not a huuuuuge difference between them, they all get grenades and supers and 3 choices of sub-class which offers good variety. Pick whatever you think is coolest. They used to be a little imbalanced but the latest expansion did a really good job of bringing them all up to par.

You need to get to max-level (40) to do most cool activities with other people. Destiny is WAY more fun than other people. So your first goal is to just hit 40 asap. This will not take you long, maybe a week or so. Play through the campaign, play each mission and strike once. The first time you do anything, you get a huge xp bonus. Repeat playthroughs of the same story mission or strike will give NO exp bonus at all, the only xp you'll be getting will be a tiny bit for each kill. So yeah, do everything once, and pretty much once only.

The game is much more directed now than it used to be so you'll get quests that will lead you on things to do. Do them, obviously. There's also bounties, which are like the old quests before quests got more detailed in the latest expansion, or they're like little daily-quests or objectives. You get access to them at like level 5, make sure you pick them up ASAP. You'll complete many of them without even thinking about it, and you can turn them in for bonus XP and reputation. Each day there's new bounties, so each day check out the tower or the reef and pick them up.

For the most part while leveling just equip whatever gives you the most +attack and +defense. Doing so increases your overall "light level" which is like an ilevel (item-level average of your gear). This is important because the higher your light level, the higher level gear will drop for you in everything you do. If you're 100 light, you'll get 100-115 guns, while if you're 300 you'll get 260-310 guns. If you have a favorite gun that's slightly lower light feel free to use it, but generally equip the highest level stuff you have.

You unlock pvp at like level 5 and feel free to do it whenever you want, its fun and it gets you a little xp here and there. Normal pvp, called "crucible", is normalized so that level doesn't matter. You WILL still be at a disadvantage because other players have items that give cool effects that you don't have, but at least they won't have level advantage over you or have dramatically more health or damage or anything like that. But they will still have advantages so mostly stick to doing story missions until you're high level.

Your gear levels up as you earn experience with it equipped, which unlocks perks which can be unlocked to grant bonuses. These are really cool, but while you're leveling you'll be changing gear really fast. As a result its often not worth purchasing the upgrade perks, as doing so costs you materials that you'll need later on. The most important material at endgame is weapon parts, after that things like spinmetal and helium which you pick up on the planets as you're doing things.