Sett has a very strong level 1/2, so most of the time you're looking to gain an advantage with what i like to call "The level 1 walk down". it's simple, take E level 1, let the minions get to lane and once they walk into your range you just follow them and auto them. wait to use your E till 1. you get full (12) conquerer stacks or 2. they are at max e range. the 2 catagories of champs you cant do this to are
1 not a push over lvl 1
jax
trundle
gragas
darius
Riven
kled
akali
tryndamere
sylas
urgot

2 ranged champs:

vayne
quinn
gnar
heimerdinger
jayce
kennen

now this does still work into ranged champs on the condition they walk up and let you, otherwise play safe.

"E + W combo" is a term i used alot in the matchup sheet, if you E then immedietly press W you will buffer the cast of W causing it to cast immeditly after E animation. this causes any champion that is hit with the stun variantion of you E to be forced to take your W dmg, this does work without then stun but i wouldnt try it against a champion with a stun

Now
Sett is a lane bully, and if allowed to you will always win by sitting ontop of the enemy and auto attacking them into E+W. Idealy you will always save E for E+W but dont be put off using your E to stun the enemy on their minion wave and force a trade just using auto's and Q. From there if the enemy try's to trade with you, kite them out with auto's and walk away, when they start to back off cast W and wait out the cooldown. if the enemy decideds to back off, walk away and wait out E cd.

Your W is a large amount of your pressure, so missusing it can cause you to straight up die or just lose alot of lane pressure. it is ok to use a lowgrit W, or not hit your W at all if you are under your own tower, but be mindful that it wont get you tower dove.

W is also a offensive spell, not a defensive one. it's main utlity is the damage, that doesnt mean dont use it for the shield if you need to but idealy you wont have to.

Sett is a great side laner and team fighter, which one you decide to lean into is your choice.

he is one of the best tower takers in the game with double aa passive and that synergizes great with hullbreaker. ontop of that using stride you can catch out enemies on the sidelane or use the active to give an escape.

Teamfights are a whole skill on its own with sett, you need to constantly be thinking about R angles, you need to know when you use ghost/stride (or both) to catch out a valuable pick instead of full engaging. and you need to be aware of your cooldowns. Sett plays teamfights like an assassin, go in with R land E+W and get out, rarely you can continue to fight instead look for a low target that might be seperated from the team and try chase or zone.