If you're used to the Outlook desktop client or aren't familiar with Outlook at all, it can take some time getting used to Outlook on the Web. Here are some tips to get you started:

Focused Inbox

By default your inbox will be split into to tabs, Focused and Other. Your sorts your emails into these columns, important emails come under the the focused emails, and the rest under other.

You can make sure certain sender's messages are always sent to the focused or other inbox by right-clicking the email and selecting Move > Always move to Focused inbox (or always move to Other inbox)

If you are used to all your emails listed together, you may want to turn this off as you may miss them. You can do this by going to Settings > Focused Inbox 

Turn on Desktop Notifications

Turn on desktop notifications to make sure you are notified when new emails come in. In Outlook on the Web, go to Settings and enable Desktop notifications.

Emails Grouped by Conversation

By default your emails in Outlook will be grouped by conversation. In the conversation view, all messages in the same thread or with the same subject, are grouped together as one item in Outlook.

You'll see an arrow next to each email which allows you to expand the conversation to view the previous messages.

If you prefer to view your emails individually, you can change the view by going to Settings > View all Outlook Settings > Layout > Message Organisation and select Show email as individual messages. Then click Save.