I don't quite remember the demo version but some general tips are:
-Always max your character stats during creation. meaning, put 15pts(max at creation) into the skills that you're going to use, having lower pts (5-10) have proven to be ineffective, at least for me.
-Do the psi quests in the beginning, it's an easy way to get fast XP before you venture further into the caves, those are: the blind dude on the engineering level and the animal dissecting guy, what I usually do is try to lure one rathound near me and shoot it with the dart, kill it, pick the sample up and return for XP so that I've reached at least lvl 2 before going further down the caves.
-Pick 20pts into biology on lvl 2 and pick the doctors perk, it allows you to use bandages even if you're damaged below the normal bandage threshold (40%), this is a life saver because it stops you from using up all your hypos on "minor" injuries.
-Heal up after every battle and reload your weapons, remember that every battle might be your last (Especially versus humans)
-Before engaging combat (since you're sneaky, you should be able to engage combat yourself) make sure to switch to combat mode first (the little button in the right bottom corner), this will allow you to shoot/attack multiple times before the enemy start rushing towards you, if you attack outside combat mode and combat is engaged, all enemies will take their turns before you do. I'm unsure whether this is a bug or not, or if Styg is going to add some kind of "sequence" stat later (sequence in Fallout determines who will attack first when combat is engaged)
-If you have abilities, use them! Such as aimed shot, psi abilities, kneecap shot etc.
-Stock up on hypos and bandages before going into the caves for the first time, you will start the game with 300credits (iirc), spend those on first aid stuff.
I can't think of anything else at the moment that is useful at the beginning of the game, but those are the things that helped me a lot when I start out new characters.