Prestige can help you progress faster and unlock new features, but it can also be a risky move if you do it too early or too late. You should prestige when you have enough heavenly chips to buy the heavenly upgrades that you want, and when you have reached a plateau in your cookie production.
The cookie clicker can offer you many advantages if you use it properly. The garden can help you grow plants that can affect your cookie production, your buildings, your upgrades, or your gameplay in various ways. The stock market can help you invest your cookies in different stocks and earn profits or dividends. 

The pantheon can help you worship different gods and gain their blessings or curses. The grimoire can help you cast spells that can have positive or negative effects on your game. You should experiment with the minigames and find the combinations that suit your playstyle and goals.