There's no builds really, you can do anything and everything on a single character. If you want to powergame you can use alts, personally I'm tired of those.
Character power comes from three things, abilities+skills, attributes and gear.
Abilities are increased with learning points you get from finding/crafting curiosities (first pickup of an item also gives some), skills are also bought with those. Good abilities to focus on early are exploration and survival which help you find more and better quality curiosities, after that it's whatever you want. Skills are a bit hard to advise as I get them by feel, just get cheap stuff once surv/expl get too expensive.
Attributes are increased by eating food, going to crafting menu and hovering over food will give you a good idea on how that works. The less hunger it fills and the more fep (food event points) it gives the better basically, and you want to eat different things for the bonus. You want to raise them more or less evenly because the amount of fep you need for a stat increase scales off your bigest attribute. Most important attributes early on are perception (find more stuff) and intelligence (study more curios at the same time). You want to focus on those first and then raise the rest, psyche is a niche stat that you can mostly ignore.