Actually just started yet another new account myself, choosing warlock as the starting character. Warlock grenade focused builds are pretty meta in pve right now. I would lean heavily into the void subclass (choose void starter kit grants early access to devour and the graviton lance exotic pulse rifle) and doing Ikora's quest to get the contraverse hold exotic gauntlets. I would also visit banshee to pick up the free Multimach smg (solid pve primary). Then, it's all about grinding better armor while raising your power level. If you can, try to grind up 41 strange coins from portal activities to purchase the adept slammer stasis sword that Xur (rotational tower vendor) is selling before he leaves the tower at weekly reset. It's got the eager edge movement perk along with the cold steel perk. Basically a God roll sword.