Intelligence heros are usually easier to play early in the game. Agility is best during the mid game (8-16ish) and Strength / Agility are best for the end game (depending on the hero's skills). Similarly, ranged is usually better for the early / early-mid game, and melee takes off later on. That's a huge generalization, but it's what I've concluded after a few years of playing. (I haven't played much in the past 1-2 years though).
Usually the best thing to do when starting out is play passively. Don't chase after another hero unless you're ready to one shot them and there's no chance of backup lurking in the trees, stay behind your own creeps (but be sure to be in range to get experience), and watch what similar heros are getting item wise. Starting out with a ranged agility hero is usually a good way to go (Drow, Troll, etc.).