Be mindful of your stats.
Firstly, most melee weapons require Strength in order to determine their accuracy and damage. Weapons wiith the Finesse tag (Daggers, Rapiers, Shortswords) can also use Dexterity if that is higher than your Strength. All ranged weapons require Dexterity.
As a Paladin, your spells utiilize Charisma (As well as a number of other abilities that Paladins get).
The companions you find at the beginning of the game have classes that also have spells (A Cleric who uses Wisdom for their spells, a Wizard who uses Intelligence for their spells and a Warlock who uses Charisma for their spells)
Secondly, Dexterity is a useful stat to have because it influences your AC (Ability to avoid attacks) as well as your initiative (The order in which characters take actions during combat). As is Constitution as it will affect your total health.
Thirdly, stats directly influence your skills, with some skills being more valuable than others.
The most useful skills are as follows:
Sleight of Hand - Used for unlocking things, disarming traps and pickpocketing - Is based on Dexterity.
Persuasion - Used for persuasive dialogue options to make people friendlier and more helpful - Is based on Charisma
Deception - Used for deceptive dialogue options to make enemies less likely to start fights - Is based on Charisma
Perception - Used to spot hidden objects and traps - Is based on Wisdom
Insight - Used to provide more information about people in dialogues and sometimes open up new insightful dialogue options - Is based on Wisdom
Note: The character you create/select will be the character used for most dialogues so it is generally most important that if you want to utilize things like Persuasion/Deception options then it is that character that needs to have the stats and proficiencies to make the rolls.
As far as general gameplay is concerned;
Talk to everyone you encounter. Also, look to obtain Speak With Animals as a spell and use it to talk to all the animals you encounter too. You will find out lots of information this way as well as obtain lots of quests and secrets.
Consider experimenting with different spells and abilities. Early in the game you'll encounter a strange zombie man called Withers who'll end up in your camp, he will allow you to rebuild your entire character (Including companions) from level 1 for a mere 200g (Which you can pickpocket back off him freely as he doesn't care if you do it) allowing you to reallocate classes, stats and all level ups (Literally everything except appearance and background). So you can use this to change any abilities or spells you are unhappy with (As well as alter some stats for certain characters. Such as making Shadowheart have not garbage stats). Though, do note that as a Paladin, if you break your Oath and become an Oathbreaker you cannot utilize Withers for respecing until you pay 1000g to a mysterious paladin guy to regain your Oath.
Keep in mind spells that require Concentration. Many persistent spells have a mechanic known as Concentration. You can only Concentrate on one spell at a time so only one of these spells can be active per character. In addition, when taking damage you will have to make a Concentration check (Based off your Constitution saves) to remain Concentrating and if you fail the spell will stop. So while these spells can be powerful, you do need to keep their limitations in mind. Also, when concentrating on a spell, there will be a small icon in the bottom left corner of the UI, which you can right click (Or some console equivalent) to stop concentrating on the spell at will, this can be useful if you have finished a combat and no longer need a giant fiery wall of death in your path.
For extra power, think about Multiclassing;
Paladin has some potent multiclass combinations. Such as obtaining 5 levels of Warlock to obtain Pact of Blades and Deepened Pact (The former lets you make any melee weapon you are wielding use Charisma for its attack and damage instead of Strength, allowing you to focus entirely on Charisma as a stat. The latter provides an extra attack which stacks with Paladin's level 5 extra attack to enable one of the few ways to attack 3 times per action)
Paladin can also be combined with Bard or Sorcerer to obtain more spell slots and spells (As both Bard and Sorcerer also use Charisma for their spells) allowing more options in combat or simply more spell slots to use on Divine Smite (One of Paladin's strongest abilities)
