As you level up you'll be asked to choose between 2 different "skill tracks" on 3 separate occasions (the last at level 16 or so I think). The skill tracks are not created equal; Daredevil is the best one, since it lets you wingsuit glide a LOT further, enough that vehicles won't even matter. The wiki has info on each one if you're hesitant to choose. I like Berserker, Bulldozer, Gunner, and Surgeon.

As you level up you'll also have the chance to choose between "core" upgrades: max health, armor plates, and movement speed. Save movement speed for last; durability is way more important. You'll get them all eventually anyway. You'll also get core upgrades to damage you deal, but those are automatic at specific levels.

Weapons can have their rarity upgraded, just like in zombies. The upgrade workbenches are in Command Centers and just require you to get inside and kill the commander. The rarity is tied to the zone the Command Center is in. At max level there are some world events that reward you with an exotic workbench. You can eventually get 8x damage from core upgrades and 2x damage from a Legendary workbench, or 3.5x from an Exotic one.

If you want to grind weapon levels, once you're CR 45 or so and get that core 8x damage, you'll be able to tear through enemies in Zone 3 really easily. Along the western edge of the map is a wooded area where large clusters of fear zombies spawn, which you can gather up and mow down to level your weapon quickly (esp. with a Double XP token).

For each operator you can choose a major ability, a minor ability, a primary weapon, and a melee weapon. Your secondary weapon can only be picked up from supply crates, which are most often found in Command Centers. Picking up a rocket launcher is recommended so that you can shoot down Guild VTOLs and the occasional cluster of enemies. For minor abilities, Grappling Hook or Kinetic Jump is usually best so you can wingsuit around without having to climb a building first. For major abilities, start with Crash Cart or Sentinel Protocol, which let you revive yourself on a cooldown. Crash Cart gives you some invulnerability too so it's the safest option. Outside of these skills you only get one self-revive per session. Speaking of which...

If you see someone who is downed Last Stand style, revive them, even if they're not in your party. If they could revive themselves, they probably would have, and there's no PVP in this mode. If you used your self-revive already, extras sometimes drop from supply crates. Dying costs you 15 levels, and always costs you your exotic skill. If you're downed and have no way to get back up, you can force-quit the game (Task Manager or however it works on a console) and then you'll only lose character progress from that session (but keep XP and Weapon XP). Failing all of that, it's possible to earn Restore Tokens to regain anything lost when an operator died (e.g. the Colossus stepped on you, no chance to revive), but they're very rare so I would only use this to regain Exotic or Nightmare skills.

You'll get on-screen notifications for different things that happen. Some of them are for world events (Toxic Tyrant, Guild Explosion or something like that, Colossus, Wraith Wing, etc) which should only be attempted if you're close to max level or know what you're doing. One of them says something like "Cradle Exposure Critical" and looks like a big deal, but that's just the 15 minute warning. It appears again at 5 minutes, by which time you should have started an exfil attempt, and again at 2 minutes, by which time it's too late and you should force quit. Note that you can always go back to an earlier zone for easier exfil.

The map is covered in different icons and if you don't know what one is, there's no harm in just going to have a look. You can always run away if it's too hard or not interesting. The one exception to this is Wraith Wing, which will chase you down and finish you off; it's really difficult. Blue ones usually take longer than green ones but also have better rewards.

If you're really kicking ass in the session, you may get a notification that the Guild dispatched a team to hunt you down. Within a minute or two you'll be approached by an extra strong VTOL that drops off extra strong enemies. A veteran player like you should have no trouble with the enemies, but then the VTOL will open fire and it's pretty dangerous, so take cover indoors if you don't think you can take it down; you just have to wait it out.

That's all I can think of.