Early in the game, play defensively. Them not getting a kill is better than you giving first blood and getting a kill. First blood is worth bonus gold, so you don't want the enemy to have the gold advantage on you. To get an advantage on them, kill as many minions as you can. You don't get gold for damaging minions, you only get gold for killing them. Practice "last hitting" or dealing the killing blow to a minion.

Start with Starter Items, go to upgraded Starter Items, finish building Manamune. From there you go build any of the other items to match your current situation.

If you have a minion wave pushed up, you are likely to get ganked. You can sometimes tell when the gank is coming by the behaviors of the enemy ADC and support. If a low health enemy is trying to bring you in a certain direction, instead of trying to get as far from you as possible, then they are baiting you. If an enemy has no clear advantage or a clear disadvantage and engages anyways, a gank is coming.

The first ability you want is your Q. This cannot pass through enemies like your W, but it deals extra damage based on AD. Second, get your E. ONLY USE THIS DEFENSIVELY BECAUSE THIS IS YOUR ONLY WAY TO ESCAPE A FIGHT. Get your W third, just so you have another ability to use. Then spend points into your Q until you can get your R. Always upgrade R when you can(Which is levels 6, 11, and 16). After maxing your Q, max your E. Finish with W.

ULT
Your ult is not a way to start a fight. You want to use this to finish off an enemy that is out of range. You can also use it to kill people in any lane if they are low, so keep an eye on a lane where an ally has died recently. The enemy is probably still near with low health.