I'm a real noobie and I managed to play the game, so maybe my "order" of things can help you. Otherwise, just discard
My action plan:
I did redcliffe first, do the castle thingie there. I used Morrigan as mage with a heal spel and Alistair (or me) as tank.
Then do the circle tower thingie.
In the meanwhile, I did some easy side quests.
Then I mostly played with Morrigan, Alistair and Wynne, I respecced Morrigan with the mod to do some real primal damage and Wynne was my healer.
I went to get Shale (even though I don't play with 'it' much)
Then I spend some time questing in Denerim, doing some quests for my party members (sten, alistair, Shale) and doing other quests.
Then I did the Dwarves quests.
Then Sacred Ashes. I tried Sacred Ashes before Denerim and the Dwarves and got eaten! So I came back later.
Now have to start the Elves yet!
I will try some other party members on my next playthrough, now that I understand everything a bit better. I'm very curious about Zevran and Sten and Shale and...hmm..maybe I need three playthroughs...