Always level the heroes up, later on most of your regular damage comes from Phantom Barrage which gains a lot of damage from hero skills.
Reborn resets the avatar, heroes, and stage to the beginning, but gives Moe Crystals. Moe crystals can be spent on buying and levelling up Moetifacts.
Moetifacts are where most of your damage comes from. The most important one is the Codex of Souls that increases the moe crystals from reborn. Other extremely important ones to level early are those that reduce cooldown and increase duration of the 6 avatar skills.
Save any gems you get for the Super Hero Gacha. Only use it when there's an event that reduces the cost or increases the badge rate (preferable both like atm).
To save your sanity, get an auto-clicker for when an moe-tan climaxes.