Vandeli is fun.
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As for tips on how to play; there are a lot of ways to do so.
Magic and Tech are the two main branches of weapons, Vandeli uses magic and Alexis uses technology.
In the available weapons you have for either exist both purely offensive things (guns and elemental magic) and debuff (curses) and debilitating (traps and wards) using all 3 isn't necessary to win at all, but mixing them up can really help out with different enemy types.
Remember that enemies that haven't noticed you yet take a critical on the first hit; this is particularly effective for long-range skills that might seem less useful otherwise like Diamond Shot and the various Sniper-style rifles. Laying down a Snare, then hitting with the sniper rifle and leading them onto the trap is a great way to damage and then cripple an enemy; follow it up by moving in with a powerful skill is a way to safely finish off some enemies while conserving your ammo and MP.
I also sometimes like to lead enemies over a series of explosive mines when I have trouble dodging their attacks or when I've used Van too much and he needs time to recover (or when I'm low on healing items!)
Also, don't underestimate curses; when attack power or defense is dropped by one of those curses, it's an easy to calculate and direct effect, not like dropping an enemies defense by 50% in the standard turn-based equations, 50% defense = 2x damage, mix that with a 2x damage on yourself for insane damage.
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Spells are unique in effect and have more combination-like use.
Many guns are similar and have the whole "shooting you" effect, but each weapon has strengths and weaknesses over other weapon types and even against other weapons of the same type (not all Shotguns are created equal!)
If you're serious about curses, traps, and wards, they also gain more bonuses from their Talent than the normal weapons do; normal spells/weapons just get a range, accuracy, and damage bonus, but Traps and Curses and Glylphs increase in duration, and so do their STATUS EFFECTS! A max talent Snare will hold for about 2x as long as a zero-level Snare, that's a pretty huge difference.
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Finally, if you're having trouble with a fight, in the shop that sells Van's spells and equipment is a lady; she is an alchemist that sells potions that you can NOT find as loot. These allow you to do double your stats temporarily, which is a HUGE advantage.
Each enemy has it's weaknesses, think about easy ways to fight them and you'll find there are ways to take out nearly any foe without a lot of danger. 90% of the enemies in the game are aggro on sight and follow movement/facing patterns, so if you can lay a trap while they're turned around you can apply your effects without taking a hit.
Small enemies are usually best dealt with using AoE or skills that don't need to hit perfectly (like Gust, or exploding a Fireball against a nearby object, or laying mines.)
Larger enemies are powerful but slower, they're best dealt with using traps and a strong blow while they're un-aggroed to get critical hit bonus damage, then laying down some direct fire to take the last of their life away quickly.
Sneaky enemies are tougher; especially those snipers in the Steam dungeon. I like to watch where they disappear and when they're about to reappear start laying down AoE or fast attacks like Van's Fireball and Bolt, or Lexi's combat rifle or repeater pistols (mini/gatling guns work well here too!)
Faster enemies are weakest to being led over traps since they're easy to kill when they aren't buzzing around your face firing off their speedy attacks, and their low HP makes them easy targets when they can't move or are slowed by a Glyph (Prison and Snare and Explosive Mines work great here.)
Groups of enemies can be whittled down by multiple traps, long-range sniping skills, or just heavy offense.
Hope some of that helps!