There are two Cotswolds, North and South. Basically divided by the A40 Oxford to Cheltenham trunk road.
The North is more touristy and, with the aid of a decent map you can work out a route. I usually enter via Evesham then it's Broadway > Chipping Camden > Stow > Bourton > Northleach > Burford > Bibury.
Stop off at all the smaller villages on the way.
Snowshill near Chipping Camden
The Swells by Stow
The Slaughters by Bourton etc. The answer is to follow your nose.
The Southern Cotswolds are less touristy but still contains some gems.
Painswick, Fairford, the Colns, Cirencester and further south, Slad. The birthplace of Laurie Lee (Cider with Rosie)
Places to go. Snowshill, motor museum at Bourton and all the churches.
Get a good map and a good guidebook, Both essential
Almost forgot. Go to as many pubs as possible.