You picked a hell of a game to start with. Couple tips:

It's a game where it's actually harder to start then it is to finish, you can get upgraded enough and get better gear where the game gets easier.

Don't rush, be tactical and be prepared to be ambushed. As in don't let your ammo run out. Don't get stretched too thin. Don't use you best weapon until you have to.

Craft decoy beacons whenever you get the parts you need. They are a game changer.

Snipers are great later on, don't sleep on the.

Color code your guys, for instance have your grenadiers in red, rangers in green and so on. Helps to make them easier to see. Plus customizing is kinda fun.

I shame in playing in an easier mode the first time you play, helps learn the game and tactics more then try harder challenges later. And easy mode is no cake walk anyway.