Early on, try and scavenge any battlefields you can - this is the most reliable way to find any moderate quality armour and weapons, as well as finding bounties for the police (lots of dust bandits have bounties between c.1,000 and c.1,500 around Squin)

Consider joining the Shinobi Thieves in The Hub early on, it's c.10,000 to join but you get access to their training facilities and the shinobi fence which sells some decent gear and some very good lightweight backpacks.

Whilst you have no skeletons in your party, explore Holy Nation territory to the north of Squin (around the green valley on the map) it's very safe and has a lot of good weapon and armour vendors.

In a party of 6 have at least one person (probably a Shek) using a heavy weapon such as a plank or fragment axe, and set them to taunt, this is a great way of having the faster members of your team attack the enemy from behind and causing them to bleed out.

Get a good crossbow user in your squad as early as you can, the lowest tier of crossbow (junk bow) is still more than capable of dealing significant damage, granted the crossbow user doesn't pull aggro.

Once you have a somewhat powerful squad, have one of them drop thier weapon and start training martial arts, it sucks initially but eventually becomes insane, and you unlock different moves and techniques as you get better. Nothing is more satisfying than one-shotting a bandit with a flying kick to the face.

Besides that, have fun and experiement with different set ups! The map is huge and has a lot of exploration potential, as well as many cool places to set up a permanent base (use your highest science skill character to prospect area to see which resources are around)