Basic Character Development
Once you start earning Levels for your character, you want to do a few things.
There is almost never a reason to skip those, and you want to spend all Skill Points and Perk Choices the moment you get them. While you do not lose them, should you choose to ignore them, as the points stack up, there is no benefit of delaying the choice. The only two reasons you might have to delay choosing a perk, is if you either do not know what to pick yet, or if you need a specific amount of Skill Points in a Skill in order to unlock a perk-choice (like for example having 200% Small Guns in order to pick Simian Warfare).
WARNING! Not choosing a perk at Level 24 might result in you being unable to choose any perks once you hit Level 25, as the game will think it can offer you (now deprecated) Support perks, which will make you unable to get back to the Perk-Selection screen. So if you do safe up on Perk-Points because you can not decide, do your final decision once you hit Level 24.
As Ashes of Phoenix does not have a level requirement for wearing specific gear or entering a specific zone. You do not have to worry about being locked out of specific content. However, Weapons do perform better the higher your associated Skill is the weapon belongs to, as you get to unlock Weapon Perks for the gun. And increasing your Skill is primarily a thing of earning Levels for your character.
Once your character starts taking shape, you should focus on building up a small stash of guns and armor in your base, so that in case of (almost guaranteed) death, you will have back-up gear to use. You also have to make sure your gear does not become outdated over the course of the season. As the server progresses through different Tiers, unlocking new gear to craft, so should your stash.
With a small stockpile of items to use, you could get into various parts of the game. The most dangerous, yet most rewarding and inhabited activity is PvP content. However, PvE is necesarry to farm and acquire gear you will be using in PvP. (Unless your team is so good, that you will constantly "farm" gear by taking it away from your enemies). This game in its essence is a PvPvE game, meaning even when you will be doing PvE, there will always be the risk of a PvP encounter and vice versa. You might have a fight with your sworn enemy - yet there will be NPCs flanking both your and the enemies team to make life just that much harder.