Standard barbarian treasures and dice. Relies on fast burst damage from a variety of sources. Delina targeting a Torbran or Terror of the Peaks is often lethal, especially with one or more barbarian enchantments out. Barbarian enchantments are important because they can ensure your creatures drop and attack giving your opponent little chance to respond, and because Delina with menace and rerolls usually means even a creature board can't block enough of your sudden burst to survive. Zariel is another great haste trigger that can also pull some heat if you're waiting for lethal to come together. Torbran and Embercleave can also provide quick wins, and Terror of the Peaks is just strong on its own. If you get into a lot of early game scrapping with your two drops pay attention to whether you can use Magda to tutor for a Terror or Embercleave.
In the early game you can use your Rimrock Knights, Magda, Shocks, and Critical Hit to trade up against midrange and aggro decks, but don't expect these tricks to win the game for you. For the most part they're stall tactics to deal with the superior boards of decks that are more focused on board state.
Unlike a lot of other red aggro/burn you often want to hold your heavy hitters in your hand while ensuring they'll have haste and the buffs they need in order to win in a single turn. Other times you'll want to actually engage your opponents' board state. This is highly contextual, but in general holding is better for Delina and sometimes Torbran if your opponent's deck is heavy on kill spells. Holding can also be good against creature boards if you can survive a swing so that your burst can come while your opponent is tapped out. Obviously, play what you have to to survive.
With Fireball, remember that that gives your creatures +2/+0 and menace with your level 2 barbarian enchantments. Torbran only procs on opponents, but you can still kill yourself with it so if you're low on life it can be a risky bet (though, sometimes one worth making). Castle Embereth and Den of the Bugbear are just there to help you find lethal or ensure you have some board state to build from late game if your plan gets disrupted.
Other Notes:
You could make a deck with a similar concept splashing another color. Blue, in particular, would be great for more dice rolling synergy and disruption. That would give this deck more midrange/control potential, but lose out on some of the burst damage. I also think the treasure generation in this set provides interesting potential for rainbow decks, especially with a base like this, but that would be pretty tough to get right.
We run shock over other burn spells because we want something cheap to deal with our opponents' early game creatures, as well as something that can target face (potentially with Torbran) to push us over the edge to lethal if needed.
