Beginner Build

 1st item:

Beginner item from Beginner Merchant
* If a caster/summoner/support get Beginner Pendant of Mana
* If a damage dealer ranged/melee DPS Beginner Longsword
* If a tank/melee bruiser Beginner Ring of Protection

2nd item:

Bloody Key

3rd item:

* If you're a melee hero who can't hit air - ORB
Boots of Exp (can be substituted with a Tier 1 item from either Caster/DPS/Support/Tank store chosen after asking more experienced players which one is best)

4th item:

* If support Firefly Egg of Corruption or Jaina's staff if mana regen is a problem in the team
* If summoner any Tier 1 item will serve you well, either increasing attackspeed of your minions, dmg and armor or a third thing perhaps.
* If caster, saving up for a Tier 3 item will do you well in the longer run, also most Tier 1 and Tier 2 caster items are pretty worthless later.
* If melee/ranged dps Silver Slaughter is a must to stack up damage -BEFORE BUYING- Make sure you do NOT have a transformation champion, like Grom, Illidan, Deathwing etc. because the transformation will reset all stacked up damage rendering the stacking of the damage completely null and void.
* If tank any item that reduces physical/magical damage will help you tons.

5th item:

At this stage you pretty much have figured out that some items are bad, others are good, and the best strategy is always asking your team for advice. In this scenario, that's the right guideline to follow, and if your team can't help you, then you're better off upgrading a current item or investing in anything that you do NOT currently have.
E.g. if you have tons of health, some damage will do you good, if you have tons of damage stack it up with critical strike from Searing Blade, if you have tons of summons all and any auras that they need or an Infernal Stone or Trio Amulet to add more summons to your arsenal. As a support you have to think about what the team needs first and foremost, but it's also important to ask your teammates what they need. There are plenty of support items and the order in which you get them can result in total defeat or victory.
I cannot stress this enough but ASK YOUR TEAM, communication is key to success in this map.

6th item:

MUST-HAVES
Support: Mana Stone lvl 2 or 3 for end-game bosses, Archimonde, Kil'jaeden, Mannoroth and Sargeras as well as Deathwing all require to be manaburned before they can be completely annihiliated.
Melee DPS: Searing Blade lvl 3 if you do NOT have crit.
Any DPS: Orb of Frost that burns mana on hit if your team does not have a mana stone.
Tank: Medallion of Strength and Skull of Eternity for spellblock as well as hp regen & hp on hit.
Caster & Summoner: Whatever you don't have at this point, might not be worth getting. If you have a Peasant or Unimportant Acolyte on the team, trading gold for points or maybe even tomes might be worth it. This goes for anyone who has too much excess gold from maybe a goldmine or exchanging points to gold with other teammates.