"Whoops. Well, nevermind then. I just started playing, so listen to Tek.
So what do you do? Just shoot and hope for the best?"
You can evade fire much easier by staying on the ground or dodging and you'll be a harder target to hit with hitscan (shock primary, sniper rifle, enforcers, link gun secondary, stinger primary) by keeping your movement unpredictable. Jumping makes you a significantly easier target to lead for hitscan, as well as an easier shot to lead with projectiles since they can tell where you're going to be in the next split second or so.