For starters - take the idea of arena out of your mind, for now. You are nowhere close to where you need to be for that to be something to focus on. You need a full team of 60s, all with full gear, masteries, ascension, and scrolls, to be even remotely competitive - and that's before considering quality of the gear.
CB is also a bit early for you to be considering. As above, you need a full team of 60s for that. Right now your focus should be on getting a dungeon team together. You want to be farming those level 20 dungeons ASAP.
With that in mind, I would suggest the following champs, in order of priority, to focus on next:
Kaiden - brings an AOE ATK Down, as well as insurance revives. Should help a lot for dungeons, since you don't have any great healers yet
Achak - brings a bit of healing, along with some very useful crowd control from his A3
Thylessia - brings an AOE DEF Down, some decent damage, and some useful secondary effects
Fenax - especially good for Ice Golem, but even in other places, he hits *very* hard, and brings some very useful debuffs as well
The four of those, plus Kael, should allow you to farm Dragon 20 easily enough. You also likely can do IG20 with that team, and, with Achak, may even be able to do Spider 20 (though that might be getting ahead of ourselves)