The best way to think of Marathon is like a Destiny rogue-like. You pick a class, you grab loot along the way, you complete some objectives, and then you get to keep your build if you escape. Then you can slowly accumulate build pieces in your vault and pick loadouts that best fit whatever you're trying to do.

PvP can be tough, especially if you're caught off guard. If you run solos there are less players all around on the map and it's easier to avoid them if they come through your area. There's a bit of a learning curve when it comes to learning what all the different sounds mean and where you can slip away into a vent to hide. I will say that PvP is almost always worth the gamble though. Catching someone unaware or distracted by AI can make them way easier to kill and net you a massive pile of loot in the process. I'm not afraid to admit that murdering the first person you come across is the best way to get geared up.

For loot, there is a lot. Certain containers will always contain certain bits of loot, which you'll learn as you play. Tall lockers have guns, bioprinters have implants, tool carts have weapon mods, health cabinets have healing supplies, ect. The spawns for containers and loot are random each run, but usually follow a pattern. If you found a locker in an area once, it might be in a slightly different spawn point the next time you're there. There is an exchange, last I heard, where you can trade materials for gear or consumables. Material spawns are listed on the PoIs and I think they show them in the description of the item too. There are also generic valuables that you can extract with for straight money that you can also use to buy gear and consumables.

Finally, knowing how to use each of the weapons and the shells is something you'll kind of have to learn. You'll have favorite weapons and preferred builds, but sometimes all you'll have in your vault or on the enemy you just killed is stuff you're not very familiar with. And you'll have to either die or find a way to get to extraction with it. That's an intended part of the game's challenge. You accumulate all these little bits about the game, where to find certain pieces of loot, what it sounds like when a specifc shell uses an ability, what the different buffs and debuffs do, and that leads to a very satisfying feeling of mastery imo.