There's no fast and easy answer, as there are many specific items you can find that are helpful but there are no guarantees you will find them. The name of the game is items, you need a lot of them to win a run (dozens), and they are more important than leveling your character (you'll level plenty along the way in any case). There are two general approaches:
Get through to the teleporter quickly (don't linger and farm), but remember where chests of note are. Activate it, do all of the killing during the countdown, then head back through the level and open chests/buy from stores as needed, then head to the next level.
Farm for some amount of time, open/buy the items that look attractive, then do the teleporter. The farming period can be long, depending on personal desires. After the countdown, get any additional items yhou want and then head to the next level.
Both approaches are risky. The first approach can leave one without enough money to buy enough things as one progresses through levels, and also leave one underpowered when dealing with the summoned boss/monster swarms that attack during the teleporter countdown. The second approach can lead to the run getting too difficult before a player gets enough power, if one farms for too long and/or gets unlucky on drops. I do tend towards the farm approach, however, It's just the farm period varies depending on whim and need. It's easier to kill bosses and fight swarms of monsters when you get items so I try to open every container I can on the way to the teleporter and thengrab some of the treasures that interest me where possible. Once I locate the teleporter I decide if I'm going to explore more/farm and for how long. I usually do try to explore and grab as much free stuff as possible before I start buying/opening chests.
As you keep playing you'll get better, even with luck playing a roll in your runs. Unlocking additional characters also helps (they both provide interesting variety and some of them are very strong). Keep plugging away, and go do something else the minute a run ends in frustration.