Core build: Building with these items give you a good deal of sustain, damage, and survivability. At the earlier levels, you should easily be able to sustain with Reinforced and Mana pots. Once you hit 5, you should be able to infinitely sustain. Void Stone is a great mid item that is also really cheap. It gives a lot of damage and survivability. Gem of Isolation is also really good. It gives you Health and AP, plus an on hit slow. Rod of Tahuti is a must for AP carries.
Optional Build: The optional builds are a luxury. They either offer more damage or survivability. CDR with Chronos or Breastplate is pretty good depending on what you need (Armour or AP) and Pythagorems piece gives a lot of great stats and helps with her support side
Skill Order: Why did i choose this skill order? 1 is a very good skill at level 1 for decent damage and harassing early on. Grabbing 3 is better damage and has a bigger AoE but puts you in a worse position early on. 3 is much better after you have ult so i grab 3 levels of 1 to make it worth it and then max 3. I grab one level of 2 early on for the CC immunity in white stance but it doesnt make it worth it to level it up past that (till later). Gem also stacks with the slow, so 1 level is good enough to proc the 35% slow. Some people prefer to level the ult once and then leave it. This is a viable option but I prefer leveling ult for the mana regen as it allows you to stay in lane for a very long time.
Edit: Level your 1/3 according to your lane partner. If they are a heavy pusher such as AK, then level your 3. If they are a powerful killer such as He Bo or Agni, then you will want to play safe by leveling up your 1 a bit first. Just play it by how you need to. 3 is also better for begginers since it is much easier to hit.
Early Game (1-4)
Hel does not have the strongest early game. You want to make sure to farm and last hit and try to keep them off of the tower. Use your 1 and 3 as neccessary to do this. Mainly just dont die and farm. If they are getting attacked by alot of minions, then you can try to kill them, but again, dont die and just farm.
Mid game after hitting 5, you become an amazing sustainer. Push you lane and farm up for late game is the main objective. Since you have amazing heals and damage, you can try to force early objectives such as fury. Ganking lanes is also very strong if they have a good amount of CC, just make sure that your tower doesnt drop. Again, keep focused on getting that gold up and taking advantage of your opponents mistakes or them being behind.
With your Void/Gem, you are now a teamfight beast. In the beggining of fights, you will want to stay in the back. The best way to do this is wait till they blow a huge AoE CC (wukong, hades, guan, ect ult) and use your 2 to cleanse it. Then try and jump on them with your team. Use your 2 (black) to keep heavy slows while dealing damage and healing when neccesary. With good positioning, you should be able to win easily.
Kite-You are Hel, who is a beast at kiting. Just run in circles for your targets and make yourself hard to hit. With the combination of damage+heals, you should be able to kill them
Hel at the moment is very powerful and very versatile. Take as much advantage as you can of each spell and use them a lot. Hel is meant to be a very micro heavy character and should be played as such. I wish you luck and hope this build helps you in playing Hel.
Will add videos at a later time