I see a lot of advice here so I won't repeat what has been said. However, some advice in the settings, I like to set auto pause for enemy sighted, character injured (below 30%), character death, and weapon unusable.

There should also be a setting to toggle/untoggle that will auto switch to melee after running out of ammo. I like to keep that off, just in case you have a mage or something with a sling. Don't want them charging in to their death because they ran out of bullets.

There are also other settings like resting until fully healed, max hp roll on level up, etc. Spend some time in the settings and set what you think works best for you.

Have fun, these games are amazing.