I’ve not put in the thousands of hours that some have, but for what it’s worth, my advice would be:
Don’t worry too much about other people’s ideas of optimal builds, strategies and party composition. Much of the fun on your first play through is working out some combinations that work well for you. Worth picking up all the companions you can on first time though. I wouldn’t kill them or tell them to sod off, except maybe the one that’s hard to get without being all evil (assuming you’re staying as good paladin).
I’d advise to swap your party around depending on where you are and what you’re doing. Astarion or other slight of hand hand character are useful to pick locks and disable traps, for instance but that’s quite situational. You can always just go back to camp and get him when you need him.
Paladins are definitely more front line fighters with some healing spells. So you won’t always need to have Lae’zel with you, although sometimes it’s nice to have another big hitter. At other times you could do without Shadowheart in the party. Sadly paladins don’t have Healing Word, which is an incredibly useful early spell for clerics, bards and druids, as it uses a bonus action, works at range and can revive a downed character.
Don’t worry if you can’t afford anything yet, it’s still super early. If you loot bodies and pick up valuables as you explore do various tasks, you should have plenty to trade without thieving (unless you want to play that way).
General hints:
-Read the tool tips on items and spells. And note there are tool tips within tool tips. eg if a spell says you get advantage on something, you should be able to check to see what advantage means.
-Make sure you understand how actions, bonus actions, spell slots and the class specific slots work and when they recharge (short rest or long rest). Always check to see what an attack, movement, spell, etc uses. Paladins especially have all sorts of varieties. eg smites that only use a spell slot if they hit, or that use both your action and bonus action.
-Some spells last multiple turns. Some even last until the next long rest. Another reason to always check the description. If it’s a concentration spell, it will cancel any other concentration spell you already have going.
-Most casters can only swap out one existing spell when they level up. Wizards and Clerics can swap spells at any time outside of combat. Clerics can just choose from whatever is available. Wizards can add spells to their spell book by using up a scroll and paying some gold (not casting it).
-Keep a close eye on what weapon and armour proficiencies everyone has from their class and race. It’s easy to forget.
On my first playthrough (sword bard), I didn’t bother multiclassing, or respecing anyone for fancy optimizations. The party got plenty powerful enough without worrying about all that. You will be able to respec before long if you think you’ve leveled someone up badly though.
