Edit: Sorry thought I had quoted the above post so along with that do this
Play low lvl missions and just take your time.
Game modes:
Extermination - Kill a set number of AI
Capture - capture 1 or 2 prisoners
Survival - Collect air (from drops) and survive
Sabotage - Destroy a set target
Rescue - Save a prisoner
Mobile Defence - get a device to a computer and upload data
Interception - hold 4 points and survive constant waves of enemies
Assassination - Kill a boss target (boss mission)
Hope the above list helps you know what missions are what, just take your time when your shields are down take cover, collect everything(you will need it) and try to have fun.
Most importantly don't let Ace drag your lvl 0 character into a lvl 30 mission it won't be easy and everyone will die
