I'm not a veteran player but I can tell you some tips that would make life easier a little bit. Currently, the character that can help you clear most of the individual contents is Scavenger Yeganeh. So you should try to get him. When you clear Kielce episode, you'll get a stone that can summon him. Therefore, you need to build an early team that can quickly clear the earlier quests and easily fit with Scav later on
Start with 2 musk/ 1 scout (I'd recommend 1 male and 1 female). After you've done the Bahama quest, you'll get a Veteran Character Summon Stone. Use that stone to get Asoka/ Mifuyu. Why Asoka/ Mifuyu? Because they use Great Sword, which is also the weapon for Scav later, and Asoka/Mifuyu got decent damage and can also tank a little too. In addition to that, Asoka/ Mifuyu got self buff that gives a burst of move speed, which is more convenient for you to run around the map to do the quest more quickly. Therefore, once you get them, you can start investing on a main great sword. You will use it for a quite long time later.
Once you get Scav, you can start soloing early content such as Individual Rank Raid at Coimbra Nimbrod Bridge, Bounty Hunter Hard Mode, Castilla Normal Mode, etc. After you are good with those mission, start aiming for a squad mission such as Clock Tower, Tigress Prison, Quiri, Portus, etc. In order to get a slot for these contents, you need to have the characters people usually need. Buffers are the easiest one to get a slot. So try to recruit (by doing quest, buying from feso shop, buying from players, etc) as many buffers as possible. These are a few buffers that you should have: Rosa, Friede, Elizabeth, Moon, Leona, Tom, Rio, Lorch, Karja, Archbishop, etc. Besides buffers, debuffers are the second type of characters that could help you get a slot from squad raid: Kanna, Zaved, Jaina, Sharon the Sage, KoA, Lisa, Battle Smith Idge, Cassandra, Freya, etc. So aim for those characters, ask for a slot to go, and pray for the good stuffs from roulette lol.
Also, join a faction ASAP, actively participate in faction mission (which usually happens at weekend). The faction point can help you get decent gear for early game. You can trade faction point at the faction shop in Auch.
Doing daily raid, especially Individual Rank 7, can get you quite a lot of good stuffs.
After you have gone this far, Scav is not enough for you to do later quest because he's melee, and is only strong in 1 on 1 boss. You will run into trouble when you start doing the quest in Prurio as the monster here is quite tanky, and they are swarming to you. You need to invest in a character that can deal damg to many enemies at once. Go for Code name C, she'll help you do these quests more easily.
And there, with Scav as physical damg dealer and CnC as magical damg dealer, try to do all scenario quests to open more raid content. After awhile, you can start going PvP, participating in Clique Battle, World Cross PvP, Colony War might be fun.
Summary: aim for Scavenger Yeganeh, then Code Name C, grab buffers/ debuffers along the way. Collect as many character as possible to increase your family level as high as possible. Good luck.