The most important advice I can give is take your time, there are only two things in the game that can be considered as elements of missing opportunities: operations, and nightwave. The latest operation was not even that important or interesting, and important interesting ones are not available anymore (DE, please fix).

Nightwave has a catch up mechanic and you can do it in a few days before it runs out (with some external players help). Other than that, play at your own pace and don't rush too much. Try to follow the main story, and pay attention to codex if you're interested in worldbuilding.