Welcome, welcome and welcome.
1. Clear star chart. (if missions became difficult then ask for help in Recruit tab or from clan members)
2. Do Nightmare missions to gain Nightmare mods (really useful).
3. Do Orokin Vaults on Deimos for Corrupted mods (also really useful).
4. Spend some time in Cetus to make good melee Zaw + some good mods from bounties.
5. Spend some time in Fortuna to make good primary and secondary Kitguns + maybe some good mods from Bounties. (Also look for and NPC called Ticker)
6. Do Glast Gambit quest to unlock Index!
It depends on the mission and how well you can manage yourself with under leveled gear, if you can do well then bring under level gears and if not then level your gears slowly one gear at time!
BTW when you are leveling there is a chance a hit squad may attack, when that's happen rush to your team and try not to face tank the hit squad, let your team deal most of the damage.
Hit Recruit tab and either host or look for a leveling squad, if you join random matches it will be like this:
A) They will do few rotations then quit the match.
B) Rush the mission which means you gain the least amount of EXP.
C) Get super lucky with randos willing to stay for long enough to level up few times, but these type of players are rare :(
If I helped you then you are welcome :)