The first step if you want to learn mechanics and how to play aggressively is understanding how to Flux I and II. This together with the one that let's you ki pulse while dodging (I think it's called flowing water or something) are vital to be able to keep the offensive. For most humans learning how to flux is usually enough as they stagger easily and you can keep the offensive even if they block by just staggering your attacks. For Yokai, at a base level, focus on depleting their ki first. Most of the weapons have an efficient way to deplete ki, I'll use sword as an example as it's one of the more straightforward. Against most yokai, start by playing it safe when they have their ki, go in and out and use Kick or Sword Ki, once their ki is gone start to go on the offensive and take note of what they do when they regain their ki, some of them are open when they do so you can reset the offensive and either do some damage or start depleting the ki again.
Other general stuff is to use low stance, when you want to dodge, with it you can chain dodges without getting a roll, it's also a good poking tool as you can easily dodge back after most attacks. With Sword in low stance you have the dash attack which is an amazing approach tool, once you are in a bread and butter is a combo in mid and then flux into low if you need to dodge or in high for a triangle finisher for good damage.
Start by playing it safe like this, once you start to understand how your enemies and weapon works, experiment with the various opening and see what you can do with them.
If you have a problem in particular with either an enemy or a weapon let me and I'll try and help you as best as I can. Explaining general stuff without being able to show it is kinda hard.
For the more advanced tech you can check out this tutorial by Last to Load, it's made in Nioh 2 but most of the tech can also be used in 1:
https://www.youtube.com/watch?v=56og5N0qlnY&list=PL6K4hxM_v9JCJxgTwgmkK3b0F34mx89Bz&index=12Regarding stats is kinda complicated. During the first playtrough you don't really need to pay attention to them too much, just use wathever has more attack and defense while maintaning the agility level you prefer. The only way to learn them is to take the time to check their tooltip when you have some time, take it one step at a time.
If you find any set you like feel free to just craft it and use it, once you see that it starts to be a bit too weak just craft it again at your current level.
Levelling up equipment is not something you should do untile you get Divine in NG+. Divine have + value to them and you can soul match other +value to them to increase it:
so if you have a 150+1 and soul match it with a 150+1 (or better) you will get a 150+2 and so on and so forth.
Finally, if you are interested in creating a strong build instead, your best bet is to check out some of the build guides and see what type of stats they stack and try to apply them to what you want to do. Keep in mind that creating build is something you do starting in NG+1 at the earliest, as you don't have all of the tools before that point.
If you have more specific question just ask, I don't consider me a veteran of the game, but I'll try to help as best as I can.
Royta also knows a lot more than me regarding Nioh 1 in particular and I'm sure it will be glad to help.