The in-game guide should explain most of the basic mechanics quite well, and if you click on just about anything on the bottom screen, it gives you a tooltip explaining it. Everything else I have to say is sorta inside baseball that isn't going to mean much until you're several more hours into the game.
When you start building up "supports" between characters, know that each character can only have one "S-rank" support, as this signifies marriage. So if you happen to use two characters together a lot in the early game but think their support is kind of lame and don't want to marry them, just don't ever open their S-rank support conversation, and instead wait until they S-rank with someone else.
Most of the DLC is balanced to be post end-game content. Though there are a few DLC maps intended for fast grinding of XP and money (EXPonential Growth, Golden Gaffe) that have powerful enemies that don't hurt you unless you initiate a fight. Also, when you Streetpass with someone, you encounter whatever team they have selected, and if you chosoe to fight the game doesn't scale it to your level or anything, so unfortunately the majority of people with Streetpass data have probably finished the game by this point and will thus be throwing impossibly strong endgame Streetpass teams at you. However, you have the option to parley and choose to buy items from them as well, so look into buying Master Seals or Seconds Seals, as those are relatively rare early game, and are necessary at various points to change the classes of your units.
The game has "paralogues", which are side missions. The first 4 or so appear one at a time, during the first half of the game, and I recommend doing them right away. After a significant moment in the story, you will probably notice an additional like 2-5 of them open up all at once; before you do any of them, look through all of your characters's skills, and reorder them so that each character's best equipped skill is the lowest on the list. The purpose of this will become apparent as you do the paralogues that appear after that significant story moment.
Also, when you're in a mission, be on the lookout for any enemy or NPC character with a name; if they have a name, then often that means they are a character you can recruit. The boss of each level has a name, and obviously you must defeat them, but other than obvious bosses, just about any named character that appears in a mission can be recruited. You do this usually by walking up beside them with Chrom, and then selecting the "Talk" option (in certain scenarios, other character can "Talk" as well). Some notable recruiting exceptions are missions where you have to protect an important NPC, as that NPC usually stays an NPC for the mission to make any sense.
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