This page is a tutorial explaining all you need to do to get really good in the game.
Phase 1: The Beginning
So, start the game, just kill the Stone Golem a few times. Get some weapons, and here's the first hoop you have to get through. Just kill the Stone Golem 10 times. Very simple. Use the money for weapons. After that, go for the Fire Golem. Once you get a bit stronger, kill the Fire Golem 10 times. Use the money to buy more weapons. Then, go through the game normally until you have at least 4,000 damage.
Phase 2: Money Farming
Once you have at least 4,000 damage, go for the Guardian of Earth. Try getting some Keys of Rage as well. Kill the Guardian of Earth a lot of times. Once you get the achievement "Stonebreaker Rank 1", just use the money on Golden Keys. Then, buy some Rage-s? Rages? Rage Hammers? Whatever. Just buy some of those. Keep repeating until you get Stonebreaker Rank 2 and 3. Do the same thing, Keys of Rage, Golden Keys, you know the drill.
Phase 3: Elite Money Farming
Ok, now you've gotten a good amount of damage. But we're not done yet. Go for the Elite Guardian of Earth now. Same thing, get the achievements, use the money on Golden Keys, get Rages, blah blah blah. For the first money reward, spend it on Berserker Axes and Stings. For the second reward, Golden Keys. Also, kill the Elite Elementalist 35 times. Use all the money for Golden Keys again, Rages, yeah. By the way, don't ask why Rages, i'll tell you soon. So, after all that, you should have 20k damage. If not yet, then just top it all off by maxing out the Page 1 and 2 weapons.
Phase 4: Arena Preparation
So, now you will need to get 2 Velvet Boxes. For the Keys of Justice you need for the Velvet Boxes, unlock Fiery Abyss in Adventure Mode and get your keys there. Attempt the Island of The Challenge 2 times. After that, you should have 40k damage. Now, you will need to get an extra 10k damage.
Phase 5: The Arena of Heroes
With 50k damage, go for Steelbreaker. Here's my secret to killing him quick, just click using 3 fingers. High click speed, 40k damage, (Remember, Steelbreaker reduces your damage by 20%) You should be set to defeat him. Once you beat him, you should have +300 Rating. Use the 3-finger technique again, you should have some rating left after beating him. Keep going and get your rating to 5000. Use the Arena Tokens you get to upgrade your damage. With 5000 Rating, and slightly increased damage, go for the Emerald Golem.