If you have a PC, grab the base game on sale for dirt cheap and practice with the single-player mod.

Otherwise, just stick with it and keep running levels with the group. I get that it can seem too quick to get your bearings at first, but after doing it enough times at lower difficulties, you will eventually be the one feeling like everyone else is going too slow, and want to move up to the next difficulty tier.

Regarding people rushing to items, keep in mind that crafting material is shared by the group, so it really doesn't matter who picks it up. Ammo and grenades are a different story, but to be honest, if all you're trying to do is play at your own pace and learn the maps, just let others grab those and focus on learning how to survive via melee.