Shoot zombies, collect loot, build your own guns! Live a life, bury your hero in the graveyard, then use his XP to unlock more loot, more features, and more parts for your guns.

Shoot the zombies in the oncoming horde, preferably in the head. Hover over dropped loot with the mouse. 

Zombies are dumb, they'll almost always try to get to you following the shortest path. Very few zombies are smart enough to try to outmaneuver or flank you. Use the terrain to your advantage to funnel them into a kill zone.

Prepare Carefully

Between each wave you'll get a chance to buy or craft guns, build defenses and field works. If you gain loot that you want to keep for the next hero in line, place it in the stash. Always weigh the risk of the hero dying, and losing all their stuff, versus having that stuff for the next character, giving them a better start in life.

Life and Death of a Hero

Nobody lives forever. Your hero is bound to fall sooner or later, early in the game rather much sooner. When this happens, don't fret, bury your hero in the graveyard, and use their learnings to gain more upgrades, giving the next guy or gal in line a better shot.

Metagame

When your old character dies, their XP will be free for you to use to unlock new weapons, constructions, weapon part upgrades and other features.

Gunsmithing

There's an early version of gunsmithing in the game, where you can replace parts of a gun and build the ultimate weapon. You can also combine parts to reroll a new, hopefully stronger one.

For example, upgrading a rifle with a scope will both increase its precision as well as critical hit bonus.