Try not to die if possible because you loose proficiency progress if you do.
This can be a pain the higher your class is and when the progress was quite advanced

But once you reach a new level of proficiency, it is fixed and you cant loose it any more neither by deaths ( in softcore ) nor by a ladder reset.
It can help to collect setups of a weapon type, for instance buying swords for all levels.
This way you can get experience for them throughout the climb and get the next level faster.
Proficiencies are a great additional way to improve your damage slowly but steadily and reward activity
