Brotato

I suggest completing the Captain's run before you do the Sailor due to the reward. The reward you get for winning a run with the Captain is

I got this one by stalling on buying weapons for the first 10 waves. The Captain gets more experience for having empty weapon slots which helps deal with needing double the experience to level up. We want to level up as much as possible due to their double stat gain from level up choices.

I went melee for this run and started off with the quarterstaff due to it giving a base extra experience gain. The attacks it makes can clear several enemies if you round them up and on its own it will clear the first few waves pretty easily. If you're lucky to find another quarterstaff in the shop, buy it and combine it so you are still only using one weapon but a stronger version of it with a higher experience gain. On your first few level ups try to either grab Harvesting (preferred) or Luck. The earlier you get a Harvesting build online the better, so a few points in that will allow your Harvesting to grow with each wave and get you some passive income and experience. After 2-3 Harvesting upgrades you can start focusing on survivability and damage. Luck will give you a higher chance for better level up reward tiers, and in those cases you just want to take the highest rarity upgrade as long as it fits your build. If I need more damage %, more health, and more melee damage for example - I'd pick the highest rarity that appeared of those three. I completely ignored ranged and elemental damage but everything else is useful. One purple upgrade of armor could be all you need to be set for your build.

Once you reach the point where you aren't clearing enemies easily with just your quarterstaff we want to grab a new weapon. Having that 300% XP gain means nothing if you're not actually killing enemies to get their materials, so at that point we want to slowly add new weapons to our build. Grab one weapon (preferably melee so all your weapons are scaling off the same type) and then do a wave and see if you're still easily clearing or if it's still tough. If you are still having issues then buy another weapon, but try to do it at the last possible moment so you're getting the most of the extra experience gain.

Finally, as with most characters - there's a clear moment where you'll feel like your build has sort of "clicked" and at that point you want to just buy the best weapons that suit you. As you reach higher levels even with few weapons you won't be leveling up quickly anymore so try to get max weapon slots with high damage outputs and all the early experience and level benefits you reaped will pay off as you melt through enemies.

Have fun! Going to the Sailor next, hopefully going to get a guide up for that too - I hope these have helped at least a little!