There's a wiki. As of what to do, firstly you need to figure out a good build. You need to choose good stats for your character, for starters it's Agility, Endurance, and Perception 5, Strength as high as possible. You have less stats available at first, but you can complete achievements to get bonus points, they allow you to get more other points on start. Better complete them in Ironman mode

You need to buy the armor to protect you and a weapon that has a good scaling. When you need money, you have to look for quests, like one in the Brothel and on Town Square at daytime.  The second town has stat raising gear.

The Sunderer perk is also good later on in the game against armored opponents. After that, when you learn to kick ass, you can travel up the map and meet the characters