I'm sucking in the early game -- what missions should I undertake?

I'm sucking in the early game -- what missions should I undertake?

I'm not much of a FPS player generally, and have never gotten very far
into the GTAs, so I'm a bit of an all-round newb, but I like the flavour
and fun of SRIII. I'm finding it frustrating in the early game, though
(I've finished all the sequenced initial meetings, up to and past the
penthouse, and now I've got a phone and am in the sandbox).
I thought "Gang Activity" might be fun thing to tackle, but I routinely
get swarmed and stomped in short order. What are the good early sandbox
missions to take on?