The basic gist is that you have a limited amount of time to explore the Hinterlands. Ideally you should approach it as a detective story — follow your intuition, look for clues, piece them together, pick your priorities, etc. There are some "quests" you can accomplish in the Hinterlands, but at least your first playthrough should be as unspoiled as possible. I think that's what most players would find the most enjoyable overall.
That said, I know this format can be very anxiety-inducing for some. Other just might not like the Hinterlands too much, or not mesh with its style. Because of this nanoff wrote a very brief walkthrough. Feel free to use it if you want to. Likewise, feel free to ask more specific questions here, as I'm sure there'll be others very willing to discuss things with you.
However, even with the walkthrough you'll still have to pick what you want to focus on, what you think is most important. There isn't enough time in-game to do everything.
Have fun!