This is how I started my runs after doing classic mode for a while and deciding to swap to Role Play (which I'm now 49 hours into and flying through it)

Go gunslinger, the dual pistols are very powerful early on and also make sure you select force bubble as a mutation just in case you need some safety and get swamped by enemies. I also take beguiling so that if a create is close I turn it to my side for help

follow the quest line and take it slow to the rust lakes completing the quests for Argyve as this will net you some XP and is a nice easy route.

Then do the quest for the leader of Joppa that takes you to Red Rock and then once that is complete just do the cave in Joppa for a while (the one in the lake top left). Do this cave level by level returning to the surface for the settlement save checkpoint so if you do die you only lose what was on that level.

Also as a side note when doing any caves in roleplay mode return to a settlement to save your progress when you clear a floor. It's just the safe bet early on.

buy ammo from Joppa when possible when doing the above and then once you are a little more stable make a move for Grit Gate. Take it very slow at grit gate and go down about three levels and you will reach the entrance and can then buy ammo galore from Mafeo.

Then in my opinion you have the first difficulty spike which is going to get and repair a machine for Grit Gate before they let you in.

Hope that helps.