>>268817541: Level up, get a weapon
2: Focus on getting a second weapon that pairs with your first one (see image)
3: Pick up your character's skills
4: Grab some degree of sustain (Nurse's Horn, Ubersheep, Dakimakura, etc.)
5: Focus on maxing out the weapon you plan to collab and your skills where convenient
6: Start building toward a second collab if none of the above options are available
Some characters, the flowchart is different, like for IRyS, where you prioritize Demon Side and Nurse's Horn more, but for the most part, that's the basic strategy.