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Modern is in a very stable place. A huge number of decks are known, and for any given deck, it's easy to find a variety of lists that basically cover all the options you should consider when building yours.
Decklists are easy to come by in Modern, but what's much harder is learning how to play all the different decks. It's hard to offer specific play advice to a general audience because everyone's at a different point, and unless I'm doing a deep dive on a specific deck, it's hard to bring up anything too narrow. Today, I want to go through a bit of a whirlwind tour of random tips about things people might be doing wrong with a variety of major Modern archetypes.
Let's start with what I know best. Lantern is one of the hardest decks to learn to play in Modern because so much of it requires knowing everyone else's deck, not just your own. You need to know every card your opponent might have that could matter to evaluate the risk of letting them draw their next card, what you need to name with Pithing Needle, when to cast your discard, and so on. Getting into playing against a specific archetype is a little outside the scope of what I'm looking at here, but most of what matters with Lantern is really your sequencing in the first three or so turns. Lantern kind of plays like a fast combo deck in that you're trying to functionally end the game by locking your opponent out extremely quickly, and most of what matters is sequencing to establish the lock as solidly as possible.
The reason sequencing is tricky is that most of your cards cost one mana, so you usually have a lot of options on the first two turns. Between Inquisition of Kozilek, Thoughtseize, Codex Shredder, Lantern of Insight, Ancient Stirrings, Pyxis of Pandemonium, Pyrite Spellbomb, and Pithing Needle, which should you cast first? Which have priority over which others and why? How much does it matter if your lands are Botanical Sanctum and Glimmervoid and you're debating whether you should play a Mox Opal to keep Glimmervoid on the battlefield to play Thoughtseize or whether you should just play Botanical Sanctum and an artifact?
If you have Mox Opal and Mishra's Bauble but no one-mana artifact, should you sacrifice Mishra's Bauble to try to find one, or keep it to try to turn on Mox Opal? If you have Whir of Invention, or even if you just might draw it, should you hold onto your Mishra's Bauble, or is it better to get the card right away?
These are the kinds of questions you're asked early in the game with Lantern.
One thing I value fairly highly is establishing perfect information. If I have a discard spell and Lantern of Insight, I like to avoid giving them a draw step after the discard spell before I cast the Lantern if I don't have another discard spell, because then my opponent will have an unknown card, and it's much easier to know what I can let them draw if I know exactly what they have.
Also, in general, when you're on the play, there's usually not too much you need to be afraid of letting your opponent do on their first turn, so waiting on a discard spell to get an artifact onto the battlefield is generally pretty safe.
If my opponent has taken a mulligan and scried to the top and I'm on the play, I'll almost always lead with Codex Shredder or Pyxis of Pandemonium and activate it right away if I have the option. I'll also try to avoid leading with my only discard spell in this spot, since I know the top card of their deck is good and I might want to make them discard it.
If my opening is Mishra's Bauble and Codex Shredder, I'll generally Bauble myself on my turn. I'm targeting myself because I have a lot more information about what I need than what they need at this point, so I can make a more informed choice about whether I want to mill the card I see, and I'm doing it on my turn so that I can draw the card on my opponent's turn, which will allow me to shred an unknown card at the end of their turn if I like my top card, while if I wait until their turn, I have to skip using my Codex Shredder on myself to get the card.
You almost always want to try to build your graveyard as much as you can by milling yourself so that you have more options with Codex Shredder's ability to return cards from your graveyard to your hand, unless you're specifically worried about milling a bullet that you need to Whir for or your graveyard already has everything you might want to return. If I don't have a Codex Shredder or Pyxis of Pandemonium (I generally like to activate Pyxis of Pandemonium blind as well; against most decks, activating its seven mana ability with a lot of cards under it is beneficial to you), then I'll generally wait until my opponent's turn to use Mishra's Bauble so that I don't draw the card until my turn to protect it from a possible Inquisition of Kozilek or Thoughtseize from my opponent.
This is still a consideration when you have Codex Shredder, and you need to consider how likely your opponent is to have a discard spell and how likely they are to want to take the top card of your deck. If you already have your best card, you're not really losing anything by drawing the card sooner even if they cast it, but if your hand is pretty bad, you get more value out of waiting to draw.
You almost always want to wait as long as possible to cast Ancient Stirrings unless you need something specific (usually a land) right away. It's almost always better to play something to the battlefield and occasionally better to do nothing, because the more cards you can draw before using it, the more information you have about what you need. This is especially true because your three best cards, Ensnaring Bridge, Lantern of Insight, and Mox Opal, are all worse in multiples, so each of them will often go from the best card to take to the worst card to take depending on whether you have another, so you want as much information about what your natural draw steps will give you as possible before selecting specific cards.
All right, let me move on before this becomes another article about Lantern.