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The first two things you need to get are a turret and the drone they can be life savers.
Really loving all the advice here, everyone. Keep it up. khornelord, if I may add something, if you've played other 3rd person cover based shooters in the past, keep those in mind as you try to adapt to The Division 2. It is, in many ways, quite different from a many 3PCBSs that people have commonly played. You may have some muscle memory tactics or ingrained behaviors that may work against you in this game.
Just something to keep in mind as you progress! Best of luck!