Watch the yellow meter around your targeting reticle - that shows how much heat your gun has. If it's about to run out and you hear beeping, stop firing immediately. Shooting any further will cause your gun to overheat, which disables it temporarily. As you can see, this can be very bad - overheating at the wrong moment will make you miss out on big points. Get into the habit of shooting in small bursts.
Ore, power, weapons and armor
These ad videos are also one of the many ways to earn free ore. Go to your loadout screen, then hit "forge" and then "upgrade" and you can use ore to power up your weapons and armor, both equipped and unequipped. You'll have more power ups available depending on the rarity of the piece of equipment in question.
You can also watch a free video to add boosts before a round begins. Normally you will not really have to do this, but when you come to an especially tough round, watch videos and see what you'll end up with. Some of the boosts will increase your exp, while others will power up your knight throughout the entire battle.
Salvage team
Your salvage team can be sent out to explore for you. They'll bring back random goodies for you, and you have a small chance of getting some really rare stuff! You can send them out for free, but then you have to wait around 12 hours for another chance. You can also spend gold to send them out whenever you want. You can get by with the free send outs, though. Just make sure to send them out daily.
Stronger wargear
Throughout the first chapter, you'll learn how to acquire new wargear aside from finding it from enemy drops. As you get extra pieces of wargear that are too weak to use, you can combine them in the Forge to create stronger wargear. Check your total wargear rating - it's the number next to the circle icon. This is a general summary of your overall strength. Whenever you have extra gear, see if you can improve any part of your loadout.
Unlock new goodies
Any time that you need more experience points, go to a stage that you have already beaten and grind for some experience and some ore. Gaining levels will unlock new goodies as well as boost your Freeblade's stats. You'll often find new weapons and armor too, which can be saved and used for specific loadouts.
It's generally best to auto-equip your Freeblade with a loadout before the level begins. However, if you are having trouble with a level, switch one of your weapons (or even both of them) to weapons that the loadout generally doesn't equip for you on its own. A change in weapons might just be the key sometimes.
Various Gameplay Tips
This game gets extremely tough, very quickly, so the first thing to look for once things get hairy is the structural integrity of your Freeblade. Your structural integrity drops as you play more rounds, it drops your attack and defense, and it needs to be repaired in order to be in good shape again. The icon in the top left corner of the screen will go from green to yellow to orange to red as the structural integrity drops. Tap it and you can either spend gold, watch a video to repair it, or see how much time is left before it's done.