It's not a good idea to play around using all types of weapons; it's always better to focus a build. I do have a build for doing everything in the game, but its very spread out and I would never expect a newbie to know when to level up what skills, or when to use certain items. It's a thought control + sniper rifle build. That said, I think the best build for doing pretty much everything aside from will/psi-related stuff is an xbow build. Xbow + traps is solid, and I suggest it for a new player. You can add psi to an xbow build, every school has some nice synergy with xbows, BUT, the optimal xbow build is pretty tight on feats already without adding polymath or psi feats.
My best advice for a new player is to figure out what your ideal playstyle is and build around that, and play blind. You can always look stuff up on subsequent runs, and if you like the game you will play it again. Some of us have beaten this game dozens of times. Just do what your character would do and don't worry much about missing out on things.
There are ability checks in this game, which use your ability scores (like strength or intelligence) alone, and there are skill checks of course, but there are also dialogue skill checks, and not just the speech ones like persuasion or intimidation. Some questlines are mutually exclusive, as are some oddities and some random quests and dungeons and a few other such things. There are some random items that you may or may not find in a given playthrough. There are a bunch of unique weapons and a few unique wearable items (like armor). Some dialogue options aren't present if you havent seen or done certain things or received previous dialogue from other people.
For a new player, who wants to do as much as possible while still having a solid build, I suggest xbows. Build for 7 dex, 7 agi, 10 int, with the rest in perception, and start with 10 int; int lessens the exp required to reach the next level so its best to have it from the start. An optimal xbow build has no room for spare feats, so if you want polymath or any of the psi feats, you'll have to give up something. If you insist on polymath, you can afford to max out a psi skill; any of them are good with xbows, thought control is the least good with xbows but it opens up the most lore/dialogue of the four schools. As for psi feats, premeditation is good no matter what school, and cryogenic induction (and to a lesser extent pyromaniac, but only if you have ambush) are good if you take metathermics, if you take temporal manipulation you'll want psychotemporal acceleration.
I'll attach a pic of the build below, but it won't have the various item boosts you'd need to reach the optimal values for skill checks or crafting. Don't open it if you want to come up with your own build. As for when to level what, I'd say go 5 dex, 6 agi for 1st level, raise dex to 7 first, then agi to 7. With skills, just play by ear. Ignore crafting for a few levels so you can be solid with your subterfuge skills and persuasion, and as you go you'll notice when your subterfuge skills are more than what you need for where you are, then you can start focusing your crafting skills for items you'd like to make, then just carefully go back and forth as you progress. Mercantile and evasion are the least important; level merc after the rest and level evasion last. Xbow is the one build where I do take traps and dont take throwing, because special bolts compete with throwing items for your utility slots, and theres another non-throwing non-special bolt utility item you'll want to use as well.
If you really want to try all the various weapons in one playthough, you'll need good strength, and you'll want the versatility feat. High strength + maxed melee skill + versatility is probably the way to go, though light weapons want good dex to lower their action point costs. It'll be pretty unsatisfying, just so you know.
