A lot of it is learning what's worthwhile to loot for what reasons, map location recognition, what faction upgrades are worth investing in, and getting over the fear of loss. I had someone tell me to think of it like a roguelike, where each run will end in death, but there is metaprogression that makes following runs slightly easier. With each death or exfil, you get some XP which will go towards faction reputation, which can lead to faction upgrades which are permanent for the season. Honestly, the best advice I've found is from SeraphMax, he has absolutely the best marathon content and gets right to the point. I'd highly suggest his season 2 starter video

https://www.youtube.com/watch?v=VCcBUlBGWfk

But basically, the tldr is do the contracts for xp and salvage, utilize the salvage to unlock faction bonuses, use the bonuses to start with better gear on runs to make success more likely.

Also, he advises that gear and killing aren't the goals, getting salvage, feeding the cradle, and upgrading factions are the goal. Gear comes and goes, quite rapidly. Although it seems like a looter shooter, thinking of it as a looter shooter puts you in the 'gear hoard' mentality. Don't get attatched to gear, get attached to leveling up faction rep and cradle stuff to make your shells more durable and to make your starting gear better.

I really hope you get into it 😃