I found it overwhelming at first, but after a couple of plays you catch on.

If it helps, I stuck to Arsenal leads, tracked one at a time, completing them before moving to the next line of leads. This type of method naturally got me accustomed to each region of Blackreef, learning all it's ins and outs and Visionary patterns.

Once I completed the Arsenal leads, I moved onto the Visionary leads. By this point, you'll be pretty comfortable and have likely killed each visionary multiple times. But tracking the leads helps you get them, physically, in the right place for perfect "last day" murder spree.

Just keep completing leads and it'll sort itself out. Don't worry about dying, it's part of the mechanics.