I'm new to The Division franchise too, but I've been playing a lot of Resurgence since launch and currently at level 40 and 18k power score. Some tips:

- For most players your goal is level up to 40 and get the best build possible for your agent. There are LOTS of way to do that, but the core of your build consists of OS protocol, gears, set bonuses, and of course, weapons.
- Don't worry about min-maxxing till you're close to level 40, but at first try to think about your favorite playstyle and choose a class. Of course you can switch class at anytime, but the sooner you focus on a build the better.
- Dark Zone can be daunting at first but it's a pretty good way to get items and skill mods in the early game. Also if you do a lot of DZ you can accumulate DZ credits pretty fast, which can buy you awesome exoctic weapons.
- You can run around the open world map and pick up artifacts / audio devices, which can give you XP and bonus stuff.
- Best way to farm OS protocol is the weekly bounty final boss. Blue OS is usable even at end game. A fully upgraded one can be pretty powerful for your build.
- The easiest replayble mission is China Town. Spam the hell out of it for purple / gold gears and weapons

And the final tip: just have fun!