When given the choice between keys and other drops, start by choosing "Chthonic keys", which are used to unlock all weapons (24 keys total) and all mirror upgrades (165 keys total), so it's important to focus on key gathering during your initial runs. If you're struggling or want a ...
When you obtain Cthonic Keys you should first use them to unlock the other Infernal Arms first, followed by the rest of the options in the Mirror of Night to spend your Darkness on. Try out the different weapons as you obtain them (the one with the purple aura gives increased Darkness i...