Originally Posted by
thesmall001
People will tell you what is best and they will be right but they will not tell you what is most fun for you. Continue to play on difficulties you find you can clear bounties and normal rifts swiftly without dying very often. If you're dying a lot be sure to get some all-resists and vit / +life% on gear.
In adventure mode, if you click on the map teleporter you started on it will show you different areas with an (!) over them, these are Bounties which will give you crafting materials to make some starting legendaries when you complete all 5. These have higher stats on them than regular yellow items so get those to farm bounties on a higher difficulty and your'll notice your Exp and everything you want coming faster (crafting stuff, legendaries).
Greater Rifts are not effected by what Torment Level you play on. Regular rifts are effected. Greater Rifts have their own level system that roughly match certain Torments (read the list for examples) and have a much higher than average Legendary drop chance from the Rift Guardian. This can be a fast way to get a legendary in every gear slot. Keep doing this till you find items that do things to skills you like to use. Eventually you'll start seeing set pieces drop and those can are very powerful and can unlock really fun ways to play.
There's a guy called Zoltun Kulle in the home base of every act on adventure mode. Talk to him to start a very important quest that unlocks an awesome new crafting artisan in the town that lets you upgrade yellow items into legendaries and let you use special legendary item powers without even having to wear the item (so you can wear another, better, item when you get it).
It's a lot about creativity and finding ways to kill things that are fun to you.