Your main focus right now should be getting all your kingdoms to level 10. It will likely be pretty difficult to engage with any other content at this point because almost everything assumes some bonuses from kingdoms. I’d skip challenges for now because they are both low enough stats to not be challenging and slow enough to not be profitable. You’ll want to probably come back and clear them with a team that completely trivializes them, but at least you’ll get resources.
Beyond that, most rewards that can build you collection are meted out as “low-hanging fruit” to be grabbed easily through structured systems with a clear cutoff, some of it being easier to obtain than others (tributes, guild tasks, daily tasks, seals, PvP t1, dungeons, delves, glory packs, snotstones, etc). The best way to build your collection and thus progress is to pick up as much of this low-hanging fruit as possible every week starting with the easiest and most profitable things, which depends on your level of progress. Right now, only some of this is probably viable for you to complete (maybe you can get some stuff done with Poison Master/Scorpius). You should definitely be hitting dungeons and at least half of the snotstone rewards by now, and if you aren’t doing the daily tasks regularly, at least repicking until you get one that is easy.
Grinding gold is somewhat of a necessity in early game to get your kingdoms up to level 10 to make more of these rewards readily available to you, but outside that, it is all about putting yourself in a position to grab as much of this low-hanging fruit as possible so you can slowly build your collection over many weeks. After you’ve picked all the low-hanging fruit for the week, your prospects of collection progress significantly dry up until next week. If you wish to continue playing after all the easy rewards have dried up for the week, your focus is much better put on progressing the troops that you do have than trying to build your collection. Past the gold barrier, there is also another gap where you can farm souls and traitstones for progress, but again, only to a point your current collection allows you.
You should be saving Event Keys for kingdoms that actually have a legendary you want, and save diamonds to craft mythics (or one of a few game-changing legendary troops, like The Dragon Soul or Yao Guai). You’ll want to eventually probably start saving gem and glory keys for upcoming mythic to maximize your chances, but for now, you are way better off taking your chances with the random pool because you still have a really good chance of getting new troops and you really need the game-changers.