In general there many SKs and administration guides to help with this. For example:
Threat Prevention R81.20 Best Practices
https://sc1.checkpoint.com/documents/Best_Practices/CP_R81.20_Best_Practices_for_Threat_Prevention/C...
https://support.checkpoint.com/results/sk/sk167102
One less "global" option would be to start without exceptions but to use the Threat Prevention Profile in Detect or Prevent Mode (depending on how aggressive you want the protections to be) and then start analyzing the logs and adding exclusions directly from log.
From there you might want to start adding Global Exceptions again Detect or Prevent and change after a while.