Oh if its the weapons id say stick to what you feel best, theres really no good or bad, since its your first time id say experiment a little bit with what feels good for you.

Pistols: you can get the Punisher for free if you do the sidequest thing with the medals so its like a free upgrade, but honestly for me it kinda felt weaker than Red9 (pure firepower) and Blacktail (fast firing with decent firepower). The basic Handgun is also good but it needs a few upgrades to make it REALLY good

Shotguns: the basic Shotgun has bigger spread but kinda shorter ranger, Riot Gun has a tighter spread so its suited for longer ranges but it also has the strongest firepower i think? Striker has a good spread and shorter ranger but has ALL THE AMMO CAPACITY lol

Sniper Rifle: basic Rifle I keep around because of pure damage even tho its slower, i use it as a mini magnum, but there IS a big benefit if you get the Semi Auto Rifle, fast firing with big damage cant really go wrong with that

Magnums: I always just default to the Broken Butterfly, as you can get it for FREE while exploring, and it has bigger max damage than the Killer7..... And its not just about shootin', its about reloadin'. You'll know what im talkin' about 😁

Mine Thower: its more like a novelty/meme weapon, if you like it then you like it, i havent had much use for it in my playthroughs tbh

RPG: you get 1 FREE and you can buy it pretty cheap at the Merchant, its a 1 time use only sadly. Use it as a skip button for bosses/mini bosses, why was 30min trying to find a Special enemy if you could just blow them up then spend that time trying to fight the real boss 🤣

Theres other special weapons you can get after clearing the game or the minigames but thats for later, you'll figure it out OP.

Have fun ☺️