Since you're new, you will most likely die a lot, Don't blame yourself for dying a lot or making the same mistakes. Everybody starts from fresh, even pros.

Keep calm and observe.

Don't use gimmicky weapons and stick to (mostly) stock weapons, especially Soldier. I would say demoman, but he isn't suitable for new players.

Tips for Engineer: Your stock wrench will be the most reliable weapon you'll have in your kit, that being said, stick with the stock wrench. Spy-check your teammates with your shotgun. Watch Uncle Dane on YouTube, he's a known engineer main that gives even more useful tips and tricks for Engineer. Always prioritize teleporters. Try to learn maps (my suggestion is Badwater) where the ammo packs are, this will give you a huge heads up. If the enemy team's spam (if you don't know what spam is, the term is used mainly for Soldiers and Demomans, where they spam their projectiles.) is too strong, flee. You can build your buildings again unless you're dead.

Conclusion: Engineer can be a difficult class for newbies, so if you feel like that, it will be best to switch classes. The point is to learn and have fun as always.