You can gain FFP via 3 ways usually:
1. bonus from CC sign up. Happens very infrequently eg. the 10k TP that you get when you sign up for the MBB Premiere cards, or 30k Enrich that you get once upon a time when you sign up for Citibank PremiereMiles

2. CC spend or other spend (hotel, car rental etc)

3. actual flying

Decide which one you'll be using the most. For the majority of people it's #2
Decide what's important to you eg. short distance regional travel, long distance travel, biz/first redemption, others.
Decide also which CC you'll be using for your spend. If you're a Singapore or Australia PR for example, your options just got bigger.

With this in mind you can decide which FFP you can optimize for eg. MH Enrich and BA Avios are best for short regional travel while AAdvantage is best for biz/first redemption on OneWorld. You can get Enrich via 1, 2, 3 but Avios is available only from 2 specifically Citibank cards or 3 when flying on OneWorld airlines and AAdvantage for most Malaysians are only available via 3 when flying MH or other OneWorld airlines.

This hobby to be honest is far too complex to just describe in a few paragraphs. I've been at it since 2008 and am still learning. Read up and ask specific questions, good luck.