Three categories
Weapon items boost gun damage, vitality items improve survival and spirit items power your abilities. Most heroes lean on one or two of these.
Tiers
Items come in price tiers. Buy a few cheap, efficient items early, then move on to the expensive power items.
Active items
Some items have an active ability you trigger yourself, for escaping, cleansing debuffs or starting a fight. Bind them to keys you can reach easily.
Adapting your build
A fixed build is a starting point, not a rule. Against heavy healing buy anti-heal; against lots of crowd control buy resistance. Each hero page shows the highest win-rate items.