I'll be adding to this as I go, but basically the first thing you need to do is follow your tasks that Oberon gives you. They're listed over on the left hand side, and each task gives you an xp bonus.

So basically it works like this. You can build 10 elf archers, and you get the 10 elf archers, or you can build them when he tells you to and get the 10 elf archers plus an xp bonus or free units. So you might as well do them in the order he tells you, until you get a feel for the game, because you get free stuff that way. Another thing that's good about doing them in his order is that he'll give you units that you can't yet build for yourself, which is always good.