One of mine would be region progression if you're not playing the level-scaling mode, as I ran afoul of high level ones a couple of times and got stomped lol.
The three regions you can pick at the beginning are definitely the first three you should be doing, I found it didn't really matter which you choose to do second, as long as you do the third of those regions third. By the time you leave the last of these three you should be around level 6-7.
The three regions thereafter seem to be set in this order - Harag/Ludern (level 7-8), Gosenberg/Grinmeer (level 9-10) and finally Dronbach (level 11-12).
It was quite interesting taking my level 6 mercs straight into Dronbach
