[2021] Just arrived at Level 40: What's next?

I just complete the Warlords Campaign and arrived the level 40, but I'm little lost to what to do. Which are the tips for the begining of this endgame?

Seasons: I felt overhelmed with the season's dynamics and informations. It is worth to a focused season gameplay?

PvP: I liked a lot the DZs but I was totally smashed, different from when I used to play at Level 30. It feel more "unbalanced". Which are the good builds for PvP?

Gear: Which gear dynamics should i focus? Craft gear or farm a lot?