[Vexm]

Is there any suggestions or tips I need to know before I start my journey of trying to get it?

[As many W's as possible]

You will find all 50 scrolls on the surface, plus the 3 subsurface levels.
Torch up all the levels for light.
Use a flight ammy if you can to speed stuff up.
You'll know if it's a duplicate if you don't see the scroll text automatically pop up, you can drop these ones if you're a collector.
You'll honestly find a majority of the scrolls on your way down to bedrock.

[Jack Of Shades]

Not even joking, Blueprints are your priority. Find them. Run all over the surface of your map like you're a crazed zombie...or meth head...searching for more brains. Or Meth. Having more tools and methods to make money REALLY helps with the other processes. Building, collecting, etc.

[Crab]

Grind up blueprints, get yourself about 3 stacks of torches at a time and 2 obsidian (incase one fails) - you'll need armour and weapons depending on your game difficulty. When you've done that go to the surface and wipe it clean of wisdom scrolls, literally search everywhere. Repeat that step for all three hells and with some luck you've got yourself Sage. It'll be a hard journey, so take your time. Don't expect to get it in ten minutes.  If you didn't unlock Sage by scavenging and mining all scrolls in the three hells and surface then I'm afraid you heavily unlucky. You'll have to search cave systems instead

Good Luck!
Crab.