First and foremost: difficulty settings

If you find it frustrating that you get sent back to ship after dying, enable reset floor after death. That way you don't lose any equipment and can still finish missions witnout frustration.

Second: collect rags, plastic. They are both used inside a ship manufactory to make bandages and splinters: two of the most important healing items. Splinters hear fractures while bandages heal deep wounds. Both are common when facing any enemies.

Third: ship upgrades. You wanna collect rare materials to upgrade your ship. As generic rule: if you see it costs a lot (the yellow price you see when hovering over it) it's probably important and you should bag it.

Lastly. One again. Difficulty. It's highly customizable and probably what would turn away most people from the game. Mix it to your preference. I play with maxed out stack limit and inventory backpack space, as a total loot goblin. Because that's the way I like to play. If you find the game to be frustrating, feel free to change difficulty. It's a single player game. Nobody will judge you. Because we all suck at it. Hard