I Did a Whoopsie
Everyone makes mistakes sometimes. Except you, because you're such a smart and clever individual and read this guide. This page is about those mistakes, and how to stop making them and pretend you never did.
Clearing Every Zone
You don't need to - nor do you want to - clear every zone entirely. While if you're a new player you may want to circle the edges to make sure you find all the possible paths, it's totally okay (and highly recommended) to run past scattered non-threatening packs of enemies while levelling.
When you hit maps, this changes, and you will want to clear maps entirely (or close to it).
Burning Currency Early
Aside from the occasional Orb of Alchemy on a 4-link item to upgrade it into a rare, and maybe an Orb of Transmutation to upgrade a flask to a magic-rarity one, you shouldn't burn too much in the way of currency as you level. It'll be valuable when you're done, and you can easily burn enough currency fooling around to lose out on buying a fun build-making unique or three at max level.
Ignoring Life and, Especially, Resistances
I know we've talked about these before, but it bears repeating: it's really, really important to keep your resistances close to cap while levelling if you don't want to die all the time. You don't need to be quite capped at this stage of the game, but if you're below about 40% Resistances to any element, I'd seriously consider using one of the vendor recipes to get an appropriate Resistance ring.
You'll want resists - particularly to Lightning and Fire - capped by the end of Act 3 at the latest.