Help starting out?

Asking here because I can't find any good place with people talking about this game, or at least discussing the difficulty. I can get to end battling the crimson dancers (at least of the basic "find the skin" mode) but having to fight like 5 difficult battles in a row is proving impossible. And then I have to fight the no skin man after right? If I bring enough healing and boost my damage, I don't have enough ammo and die. If I bring plenty of resources, well I haven't buffed myself enough and I can't kill it in time. Or if I have enough ammo and damage I don't have enough max or available HP to last the final gauntlet. It always feels as if every run I'm missing one necessary component to beat it. What am I doing wrong? I love the aesthetic and the weird story going on here but its very frustrating.