In your case I would put Martha Nero and Mozart/Mash as your core team set up and level them first. That should provide a decent Arts team. Cu (Lancer) is also good so maybe Him with the 2 assassins for a crit team.(Note that crit teams are fairly under powered unless you have certain units).
As a new player, you probably shouldn't worry much about team building yet (beyond obvious things like bringing servants with class advantage) since your available servants will be changing every few days and being told a "good" team is worthless without the game knowledge you get from trying things out yourself. Just try out everyone that seems neat and think about what servants and playstyles you like, then build around that. This game isn't hard enough that you need super optimal teams to beat it.
I'm saying you should play around with different teams and have fun experimenting. You will naturally learn which situations each servant is good for as well as what skills/NPs work well together. This learning will enable you to make your own teams and make different teams for different fights.
The reason why I'm emphasizing this is because being able to look at a fight and make a team on the fly is way better than having a few preset teams. This game (especially early on) is easy/forgiving enough that you can bring teams you're not sure about and still win while learning in the process.