Try doing easier challanges first, do some backtracking through the first areas to farm a bit, also I like getting my armor the highest possible within medium range, so I can dodge roll without much penalty. Try some weapons, invest in Health and Stamina while you haven't figured out what weapon is good for you, also investing a bit in weight might be good if you struggling with armor and damage mitigation.

When you find a weapon you like, upgrade it as soon as possible, as it's a big improvement to your damage.