Mostly just take it slow and build up your tribe. Explore your own stead do
a little cattle raiding. Pick out some friendly clans you want to develop
ties with and do some trading. After you build up some magic and have some
strong ring members try a hero quest. Work with one of the tales you know
and save before you try it so you can try it several times to work toward the
correct sequence of events.
There is no right way to do it. So just play and have fun. Keep an eye out
for some death spirals that can happen. i.e. lack of children, lack of
sheep, cattle, and getting raided to death. Even some of those can be gotten
out of with some work and time.