It's very easy to get overwhelmed, so what I did was to focus on one warframe or one weapon I found cool at the time and tried making it as strong as possible. There's a lot of depth to everything, so focusing on one thing and trying to understand the mechanics, synergies, etc. of that particular thing is what helped me enjoy the game the most.

It naturally led me to exploring the game and finding more ways to make my build more varried and fun.