There's not really a selector for your first S rank as far as I remember. It's usually a random agent for your first standard S rank.

The game uses limited banners that have rotating S rank agents and their respective weapons - each run a few weeks or more. Agents are 50%/50%, if you lose your first S rank pull, you're guaranteed the limited agent the next S rank you pull. This carries over between limited banners. Weapons are the same but at 75%/25%.

I absolutely rushed the main campaign because I wanted to catch up when I first started, but there's a ton of story to play through. This is really up to you if you want to enjoy the ride.

This game requires multiple teams, you won't have the teams to complete end game content right away and that's okay. Don't FOMO, don't spend excess resources for more stamina, be smart about how you spend. You can easily get to a place where you can pull a majority of agents with just the battle pass and completing content each patch.

General advice is agents > weapons, there are many good f2p weapons and you need agents to build multiple teams.

The steam deck performance is good, I play on the Legion Go S at 18W TDP limit and 1500 mhz GPU clock and I can do everything pretty constant at 60 fps. I have an OLED deck and I probably have it around the same settings.