For anyone just getting to Lost Light, there are A LOT of mechanics to this game, and the in-game tutorial just shows you a fraction of what's to offer. That's why I decided to make a guide so I can help new players get around. (Keep in mind, this is going to be a long read).

To start off,
When you load in, Heidi is going to instruct you to do a few things in the shelter, after you're done, gear up with your provided items and follow my game play tips.

WHAT YOU NEED TO DO
Go to BAF Factory, It's the most reliable for new players.
While in BAF Factory grab as many valuable items as possible
When you have the chance, pick up as much scrap as possible, its useful for upgrading things around the shelter
After escaping by going to the blue door icon while in-game, sell everything valuable that you picked up
Upgrade your storage as much as possible, you're gonna need that space soon
After the money haul that you got, upgrade your modification table to max.
Do a few more BAF Factory missions and try to find the 2nd Floor weapons room
Once you have gotten the unlock able guns and ammo, go to the trading center, press buy and unlock everything

After all of that, you should have a high enough level to get a better gun and go to different maps like Mt. Akiyama or ARK Company

I Hope this guide helps with getting you off on the right foot for Lost Light, the game is difficult and preparation is key for getting better loot and getting more money. And please, have a good day/night strangers!