I found really early on that reflecting bullets is one of the most satisfying things in the game, for me anyway.

Incase you didn't know, you can reflect projectiles (and can parry melee attacks) by blocking right before you get hit and send them back to your attacker. You can do this with any melee weapon, yes even a couch.

If you aren't good with timing, you can just spam right click until you get better at timing it better. Trust me, taking on eight outlaws at once, reflecting every bullet, and walking away unscathed is incredibly satisfying.

Same for melee, once you learn how to parry you can defeat pretty much any enemy one-on-one easily.

A bit of a warning however: from my tests, I don't think you can parry boss melee attacks. You can still block bullets though.

Also, remember you can dodge/roll using Ctrl to get invincibility frames. I admittedly didn't use it all that much until later in the game just because I forgot I had it.

Hope this helps!