Great game, but it's hard to get into it because of the challenging start. It's tough also because it requires a good understanding of how it works. So when you struggle, just trust in the fact that it'll be awesome once you get the hang of it. What's cool is that you can basically portray almost any character you want. You can even tailor it to our own preferences, or aim to make as close reseblance as possible to certain characters from movies or books. Try to make Solid Snake from Metal Gear or Nikaido from Dorohedoro, it's up to you.
Anway, I suggest that once you made up your mind, start with checking the feats, picking what you think you need, then set the stats and skills according to their requirements. It's important to make everything align with each other, so don't spread out too much.
As an example: a certain melee feat requires 5 will, a stat you might not find a reason to raise from 3 otherwise. But since now you don't receive penalty for your social skills and play melee, raising your intimidation and taking Brutality with a certain headgear that boosts up that feat becomes something worth to consider when wielding a knife. Or if you're a psi-monk already relying on will and can raise intimidation easily. So what's important in my opinion is to make a character that is as wholesome with ablilities connected to each other as close as possible and should be in good relation to the stats and skills. Someone with high dexterity should become proficent in lockpicking and traps with little investment and possibly wield a knife if choosing the melee approach. If it's knives then agility should also be above average for stealth attacks and dodge (even just for uncanny dodge on higher difficulties). See what I mean? One thing should lead you to another, each aspect of the build should be in harmony in order to make the most out of your character. This should also be reflected in your gear too like the armor components you wear. If your build has parts that stand out, they won't do you as much good on their own.
Check guides for skill tresholds, some you're not supposed to max (especially with items boosting them up), but some you should fully commit yourself into if you plan on employing them. Maxing the skill, taking the gear that boosts them further and feats that are more effective with higher numbers.
Lastly I have to say, that while there are tried and tested methods that you cannot fail with, a lot of different approach work fine. With correct fine-tuning, the usually shunned pistols can also prove to be great and even provide more usefulness overall than other weapons if they are part of a build that benefits the most of what they bring to it (firearm pistols actually grown to be my favourite weapons in this game). So make sure to do rersearch, spend time with the character editor, because these will make you start the game confidently as you'll be armed with knowledge and a plan of our own.
