Best I got is just to do the main story missions for a while. It opens up all of the various facilities and modes (there are a lot and it's kinda confusing). I recommend swapping weapons somewhat frequently for higher level weapons that you get from drops. Using a variety of weapons will give you easy weapon proficiency which helps you level up your Mastery level (basically your account level). That also has a side effect of giving you more points for mods (think of little gear chips you equip to weapons/characters to give them various stat/passive bonuses).
When you are done with a weapon (when it becomes too low level for the content you're doing), you can safely dismantle them. Except Gold tier weapons (Legendary weapons or something, idk what this game calls them). When you start making/acquiring gold weapons, you want to "lock" them by hitting L2/LT in the inventory so you don't accidentally trash them. In fact that's probably one of the best early things to get used to - after every new "area" or after a dungeon run or whatever, get in the habit of evaluating and trashing your old weapons. They give you upgrade/crafting materials for stuff you'll need a lot of later. I am a game hoarder by nature, so I always keep 1 copy of every gun in my storage (not active inventory). Then when I am clearing space, I'll sort by Name and trash all but the higher level of every gun. Outside of the Gold tier frame weapons, you can easily get them all again though, so don't think you have to be like me and keep a copy of every one.
When you're out exploring you'll see lots of cannisters with blue lights and square yellow boxes. Don't go out of your way for them necessarily, but try to loot them both when you have the time. They give misc. materials you will need for crafting later and it's way more annoying to have to go back and purposefully farm them opposed to just collecting a bunch while you're running through the areas doing missions.
I would also recommend that you stick with one character until at least you unlock the hoard defense mode, not sure what the official name is, but it has a shield icon on the map. That mode is EZ character leveling because every character's level is separate. It's also a good place to get gun proficiency.
The bosses work in kind of a strange way to me, coming mostly from Destiny in the looter shooter genre. So by doing regular missions and various activities, you'll get Amorphous materials. Each material has a chance to be "decoded" into various drops depending on the material it is and the boss you fight. After you beat the bosses, they drop random guns and gear, but they also leave a green orb hanging around. Each orb you can only use once, and you feed an Amorphous material to it and it will decode it into one of the drops (each has a listed % of what the drop chance is for each thing). So the rarer drops (usually to get characters and Gold tier weapons) require you to do activities/missions to get the correct Amorphous material, which you then fight the correct boss and decode it and pray you get what you want. Some of the rarer drops have a 3% chance, so it can be soul sucking. At least the Amorphous material drops are zero RNG, if you do the correct activity, you are guaranteed to get that drop.
I'm no expert in the game, but I'm at around 35 hours already, so I at least understand most of the systems, if you have questions.