I think part of the appeal of the game is the discovery. It keeps opening up more and more stuff and story as you keep playing. Be sure to spend some time with Ser Manuel before you set out into the gungeon.
Dodge roll often. It is the name of the company after all. Don’t be afraid to use the guns you find unless they’re really specialized. They will be best against bosses, but better to kill the gundead than to hold onto ammo you never use. Make sure you always have keys if possible. They’re not just for chests!
Learn how the gundead will attack and kick over tables to help block their bullets. They’re all unique. Use the environment to your advantage too and just try not to get cornered. Finally, use your blanks if you have to! Again, taking damage is not good.