Well one of the most useful things you can do at the beginning of the game is use tactics. Sometimes, you just don't get a chance to get past level one experience if you don't have tact.
The entire thing about the first level is to keep from getting shot and pick up all the medkits before the little former soldiers do. Any enemy that fires bullets, including plasma shots, you want to open a door, go right where the door is, then close it. If an enemy gets right up to the door, don't bother wasting ammo, melee his ass. And get close to Arachnotrons as fast as possible. They fire a deadly weapon, but their melee sucks :3
And also, if you find something you just can't fight yet, RUN. conserve ammo, medkits, conserve health globes, use invincibility orbs only if necassary, and you can figure out the rest on yer own :3