Should you delete your characters? I'd say no. Do you enjoy questing? Then you don't need a guide or a guild, but you can simply enjoy the game and gradually progress. Do you, for some reason, want to reach endgame as quickly as possible? For example do you wish to focus on PvP? Then we would have a different conversation.

If you wish to experience the storylines in the order they came out, you're going to have a hard time, since ZOS tend to plop you into their latest content first. In truth, however, there isn't much continuity. It's a theme park, as they say. There is no overarching story that unifies everything between the original game and it's DLCs and expansions.

Just do the world quests. starts on your zones small island like stross mkay , ken artis rooth
Than when your lv is high enough do dungeons sometimes.

For sets , join a crafting guild or just guild in general and ask someone to craft you 5x hundings body with training trait or julianus if you are magicka so you lv up faster.
and for the rest of the items just pick up stuff you drop. dolmens are good for jewelary.

When you are high lv 50 champ points 160 , get julianos (body)+monster set mothers sorrow (weapons n jewelary)
And try to slowly farm trial equipment if end game matters to you.
If you are stam go hundings (or dungeon set called automaton) + monster set + Briarheart.

https://alcasthq.com/ has builds for solo and dungeons, but you should obviously just use what ever skills you want.
but try to lv up at least the skills from alcast builds, Placet the skills you don't use on the backbar and swap to the backbar when completing quests. so the skills gain xp.

Later on at high lv 50 cp 160 do some nma, you don't need to do vma. And farm a cool weapon for your backbar.

I think Hack the Minotaur and SkinnyCheeks have Youtube videos on what to do first/how to get started in ESO. Worth checking them out.