It can take a while to get the hang of it, but basically: mods are more important than the warframe/weapons when determining its "strength." An unmodded weapon is worthless, but deck it out in damage and crit mods and it can suddenly carry you through high level missions. Mastery level will increase your minimum mod capacity, and there's various ways to cram more mods into an item.
Like, on paper, the loop of the game is basically grinding for new stuff, either waframes, weapons, or mods, with the former two increasing the range of items you can equip, but DE has managed to make this loop a lot of fun.
I'd recommend pursuing the quests and relays--lots of good loot there; and the cinematic quests in particular are breathtaking. The other thing is, keep
the wiki close--Warframe's terrible at surfacing information, so look up guides or explanations for anything that seems obscure.