To know what's going on you have to know the structure of BoI dungeons.
Each regular floor has at least one golden room, a shop and a boss room. "Golden rooms" give you an item just for entering it. Shop gives you resources and items for money. Boss rooms give you items after you kill boss. There are many other types of rooms: sacrifice rooms, arcade rooms, bedroom, dice rooms, error rooms, devil rooms, angel rooms and each of them have different interactions.
Golden room has the widest available pool of items it can give to you, which means that generally they are not as good. Shop pool mostly has active items and items that relate to money which makes these items even more situational than golden room items. So use your judgement when deciding if it's even worth going into shop when you are constrained with keys. It's not worth going into shop period when you have no money to buy anything.
Keys -- are generally the most valuable resource, because they open golden rooms, shops and golden chests. It's a good practice to save 2 keys for each floor's golden room and (maybe) a shop.
The secret to successful Isaac run is picking the right items. Items that give you damage or increase your "tears" are generally always good for obv. reasons.
Note that just like in many roguelikes you are NOT bound to take ALL items. If item is bad, doesn't fit your current build or is hard to engage in your current situation -- just don't take it. The power to say "no" is the most important power of them all.
Items can be passive and active. Passive item stay with you and stack with each other, each changing your stats and even Isaac's appearance.
Active items must be held in your hand, which means you can only carry one at a time. Pick and choose which active items you want to keep on you and which ones are fine to use once and then replace for a better active item. Active items are charged by completing room and by batteries.
You can look at
Platinum God page to see which items does what. You can search either by item's name, or by it's visuals (sorting by colour in options helps with that).
You have more tools than just tears. You can put bombs on the ground (one bomb kills any regular, 2-3 -- will kill most bosses). You can push about to be exploded bomb either with your body or even with your tears.
You can use cards to kill enemies: "Death" card doll out damage to all enemies in the room, "High Priestess" summons Mom's leg that will stomp and kill any singular enemy , including bosses (note that if Leg doesn't find an enemy it will stomp on YOU).
That curse is actually
good sometimes, because by abusing it you can get into otherwise locked rooms without using keys.
Switch version has most of the DLC content barring last PC patches (which are coming soon-ish).
The way how Switch version paces DLC unlocks however is superior for new players because newer and harder dungeons are only unlocked mid-game as opposed right away like in PC version.