A few more n00b questions

[Narry]

I've been wondering these...

General
What is apr (on a weapon or on a piece of armor)? Should I care about it?
What does power mean on a weapon? What about on a piece of armour? How much should I care about it?

Strategy
I've read somewhere that I should always pick a talent from an escort instead of +2 to stat. Is that so? Any exceptions?
How important is wild infusion? Should I have one even in the final fight?
Should I consider training in Last Hope or save a bit more for a random artifact?

[Arcvasti]

I've been wondering these...

General
What is apr (on a weapon or on a piece of armor)? Should I care about it?
What does power mean on a weapon? What about on a piece of armour? How much should I care about it?

apr = armour penetration. It's an excellent melee damage increase as long as you don't have more armour penetration then your enemies have armour. I don't really have a good handle on what a good amount of it is so I generally just ignore it completely. You could technically keep an item with a bunch of it around for enemies with high armour but ugh that would be awful to do.

Weapons have a stat called "base power" that affects their damage. It's less important then the weapon's overall stat scaling or extra of those stats, but generally more important then physical power for damage. Physical power is one of the three "powers" that is used to apply many status affects from weapon skills and similar. It also increases weapon damage somewhat, but the effect from +physical power items isn't that noticeable on a strength class unless you manage to get like +20 or something. In 1.5 you also don't have any trouble applying status effects because ICCTW and weapon mastery both give you a ton of physical power. Spellpower and mindpower are much more important on casters that use those stats since it can be a lot harder to accrue bonuses to those stats. Notably, spellpower can basically only be obtained in large quantities from the "spellsurge on crit" property that some items have.

Strategy
I've read somewhere that I should always pick a talent from an escort instead of +2 to stat. Is that so? Any exceptions?
How important is wild infusion? Should I have one even in the final fight?
Should I consider training in Last Hope or save a bit more for a random artifact?

Usually yes. Even if it's a talent you never use, like stone touch on a melee character, it can be put on cooldown by a stun or brainlock instead of an important talent. The exception is if you intend to get the antimagic rewards in the future or to go antimagic in the future and the talent in question is a spell, in which case losing out on those can be worse then losing out on the current escort reward.

Wild infusions, especially physical wild infusions, are very useful. Early on, when your only source of stun immunity is movement infusions, they're very important to get rid of stuns. If you're a weapon class, then disarm is also a very nasty physical status effect so I'd keep a physical wild around even after becoming permanently stun immune. Otherwise I'd likely swap it out for something else. Mental wild infusions remain useful all game, but aren't as important as physical ones. Early on they can protect against confusion/sleep and later on hexes/inner demons. One of the final bosses loves to toss around hexes so some way of mitigating those is important. Do note that activating a torque of clear mind before fighting an enemy with dangerous mental statuses is eminently possible and can greatly reduce the need for a mental wild infusion. It's also an incredible pain to swap tools around and inspect all your enemies for nasty mental talents though. Magical wild infusions aren't worth it at all since they're rarely needed and when they are gloves of dispersion or a totem of cure ailments usually work just as well. In the very lategame wild infusions can give like 30-40% resistance to all when activated which means that they might actually be worth it even without the debuff clearing. A phase door rune is probably better for that purpose though if you can stomach the random teleporting.

Unlocking combat training in last hope costs 50 gold, an artifact costs 4000 gold. Combat training can be bought basically immediately whereas artifact buying is done in the extreme endgame One does not meaningfully influence the other at all. You should always unlock combat training as soon as you have the spare gold since literally every class but cultist that starts without it wants 3/5 heavy armour training for massive armour.