I'm a lvl 9 Hunter right now and I really like this game. I've just unlocked Venus and am progressing through the missions while avoiding Crucible because I'm just not really into it.
Are there things I can do to make sure I'm leveling up in the most efficient way possible? I mean aside from Crucible?
Just keep playing. Whatever suits you -- whether it's the story, crucible, strikes, whatever. You'll get to 20 faster than you think.
I have a couple of friends at lvl 20 and I really want to catch up to them so we can eventually do the raid together. Does it help or hurt to take them with me on missions? Do I get less XP if they are along?
Doesn't hurt to take them on missions. I think the game scales down the damage they do so it's not a pure cakewalk. XP is individual, so you won't lose out at all.
Also, that cave in Russia where people are just endlessly mowing down enemies; Does the XP I get from that make it worth doing for a while, or is it just useful for getting weapons? I'd imagine since the enemies are all around lvl 7 that eventually the XP will be nearly worthelss, yeah?
Useless for you at this level. This should only really be done once you've hit the 20 level cap and need legendaries to progress.
Thanks in advance!