try looking into some dota guides for items, i only played HoN on beta period but it looks very almost like DOTA, w/ better graphics(but sometimes confusing) and w/o the orb effects on items.
also, besides the last-hitting, always buy something that'll help you regen hp at the start to avoid making trips back to the well, while you're walking back and forth, you're enemy is leveling up. however, it's not always smart to buy consumables, for some heroes you can buy an item instead.
if your hero uses a lot of skills, buy at least one or two consumables for mana regen, but what like what i said above, for some heroes, it's better to buy an item instead of consumables.
and boots for movement speed doesn't always come first. invest on other items that'll ensure you'll survive/win a clash. buy boots at lvl 5-7, or if you really need to run you can buy it earlier.
also easier to understand:
http://www.honplayer.com/beginners-guide/short-version