I took the plunge and bought marathon after free week -- what should I know early on?

The game seems to throw a lot at you right out the gate, so I'm trying to get a feel for how I should be playing moment to moment, and anything important I should know about the longer term progression. Should I spec into certain buffs / perks early on? Should I avoid fights when playing on sponsored kits? Is prox chat used at all between solo runners beyond just taunting, or is it just helping enemies locate you easier?

I'm looking forward to jumping in properly, but right now it's tentative first steps because I get the feeling this is gonna be a more hard-edged experience than AR.