As soon as you start playing Assassin's Creed: Valhalla you should keep all the tips below in mind. Depending on your choices, some of these such as the Books of Knowledge early in the game may be missed. Follow these tips and it will help with the first few hours of the game as more opens up.
Books of Knowledge
Before leaving Norway (Fornburg), collect every Book of Knowledge before setting sail for England. There are only three here. This will give you an advantage in combat when you arrive.
Skill Points and Respeccing
Don't panic about skill point allocation because you can respec for no cost. Respec to explore the tree to help give a better idea of which branch you want to head down.
Keep hold of animal parts, these can be useful to trade with and also used at altars. Don't treat them all as junk loot.
Collect resources to improve your gear allowing you to increase stats and number of rune slots.
Upgrade your settlement Ravensthorpe to increase its reputation which will encourage new settlers.
Upgrade the Hidden Ones' Bureau to unlock the Assassination targets questline.
Build a stable as soon as possible to give you mount upgrades. Especially useful to allow mounts to swim.
Feast before a fight. Feasting in the settlement longhouse before a raid will grant temporary buffs.
Side Quests (World Events)
Explore to find side-quests (world events). Look for landmarks on the map, chances are there could be something of interest to check out.
Upgrade your rations pouch to store more health collected while out in the world.
If a door is blocked (not locked), look for a way to unblock it from another angle or through another vantage point by destroying whatever is blocking it.
Look for the glowing weak points on enemies. Hit those points and you deplete their defense and win the battle faster.
RavenUse your Raven often. When up in the air, the raven will highlight key objects in the world as it flies around. Useful for finding things like keys.