-The wiki is your bible
-Making a glass cannon requires knowing every encounter. You can learn them the easy way (by not playing a glass cannon first) or the hard way (requires a lot of quickloads and stealth)
-Crafting is nearly always mandatory unless you're playing a meme build.
-Every strong enemy can be cheesed with traps/grenades. The first option requires that you have some damage (grenades always count), the second requires a small skill investment or patience, and alerts other enemies. If they're already alerted it doesn't matter anyways.
-Every weapon type is viable with the right amount of feat and skill investment; most require an investment such that you can only really invest in one weapon for offense and you have a bit left for defense.
-The real combat economy lies in your action points. If something allows you to attack more times per turn, that's comparable to having crits.
-The map's layout can and should be used to your advantage. Every enemy has the same tools as you and you're after outnumbered, so taking 1v1's is optimal. Using chokepoints, closing doors for critters who can't open them, taking cover and power positions are valuable strategic moves.
-In a similar vein, crowd control options are some of the most powerful tools you have. Stuns and incapacitating moves take your enemies out of the battle. Slowing attacks give you a positioning advantage, traps/entanglements are the same but times infinity. Enemies can body block you but you can also make them body block each other.
-Consumables are clutch, food is great and easy to acquire. You can't hunt for food, though, even though most food consumables are made of animals you regularly kill.
-The three shield values determine damage absorption (this is the same as damage threshold in normal armor), conversion factor between energy and capacity, and how quickly it naturally depletes while on. It takes no action points to turn on so ideally you only turn it on just before combat so the last one doesn't matter. Attack velocity is determined by damage source. Your weapon attack velocity can be checked in the combat stat window. General rule: Grenades are very fast, guns are medium (except snipers which are fast), crossbows are slow, melee attacks are very slow. You can tell the enemy's shield type by its color.
-There's no GPS or dotted line that tells you where to go, so pay attention to the environment and what the NPCs tell you. Most of their dialogue tends to be very useful and well written. Sometimes it's a bit long, but most of the long winded speeches are optional.
Feel free to ask for build advice in any of the forums, the community is very helpful.