Setting up probes is a natural part of exploring. Finding rabbit tails is a natural part of exploring. Affection isn't at all hard to get: explore and fight and quest with the character in question. Not having a direction to find an item is because, though some items are in a bit of a region, you get them, again, by exploring and not skipping over the blue crystals.
PS Skell Tipz
The first skell you get is a clunker Bad weapons, bad hp, bad fuel. The best you can do with it is use it as an additional hit to get past something that normally 1hits you, and explore. That said, it's still fuckin cool look at it walk mmmm yesss
I suggest railroading right to 30 and buying any level 30 mech asap, especially the most expensive one. Buying a light might be fine but you might have fuel problems. Fuel is 5000 miranim for a shitty 3000 units. The heaviest mech comes with the scythe, a back attack weapon that does sicknasty amounts of damage, and a heatran, which does ok amounts of damage and staggers really easily. You can use it to farm a phoenix, an aoe ranged taunt that does something like 10k 3 times to all enemies around you. It's very good. And you can farm a G2 Buster or a G Blade, both of which are high damage. Both of these weapons cost 200 fuel. Both can be found by killing the 1 pugith and 2 mechs at Probe 409 in Sylvanum.
The FIRST THING you want to do at 50, 60, or post-game, is get your level 50 heavy mech. That's 4.3m credits. You may or may not have gotten some level 50 phoenix/gblade at 409, but if not, instead go to 406 and kill the level 40ish mechs in the field just to the front until you get, specifically, a phoenix that is blue or better. Having this will make doing the support missions only take a few minutes each so you can make mo money faster or get that BP.
~Do the global nemesis~
To do the global nemesis, you need blade medals. You get blade medals for scouting blades (from the counter next to the quest board), using them for a little bit, then releasing them at the same counter. Practically everything that you can craft required high level items, but the current global nemesis as of this post is the Telethia Plume. If you fight it long enough or even beat it, you can get telethia items. Otherwise it drops parts that are of no use except for exchanging for a high amount of tickets, so either way you can get the crafted things easier by doing global nemesis. Even if you can't beat it, your goal is to try and time out on it. Defeat yeilds the least amount of items.