When you are a beginner, you will start the main story from Episode 6. It’s quite easy to finish.
After that, you will begin your main story in Episode 7.
For your team, you should use

as your main attacker. This hero is free, and you should level her up to complete some beginner missions.
As a beginner, you’ll also receive a free selective summon, which allows you to choose one of the 5★ heroes (Fire, Nature, or Ice).
I recommend picking
You can also obtain another important PvE hero,
by completing side missions at the bar or by pulling her if you don’t want to wait.
Finally, use your main character

and you’ll have a great beginner team:
Keep progressing through the main story, and continue leveling up these four characters and their gears.
If you get stuck on some stages, upgrading their equipment will help.
For the Moonlight free choice, I recommend two heroes:
1. Executor Vildred

He has very high damage and can revive himself, which helps you clear PvE stages faster.
You can replace
with him later.
2. Ruele of Light

She is a very powerful Soul Weaver who can revive allies.
Ruele is more popular than Vildred in PvP, but if you want a smoother PvE experience early on,
it’s better to choose Vildred first and replace him with Ruele later when you can.