Don't do what I did which was to run off doing all my own things, levelling up, crafting, taking out the bases etc., and leaving virtually all the main quest until the end.
Then you find as you level up you can get 2 skins for every kill etc., which makes the crafting easier (I'd completed it by that point).
Also a lot of the story led missions have quicktime elements to them, press W, press LMB, press W, press RMB etc., and are quite frustrating if you're doing them one after another!
Apart from that, just enjoy it, it's an excellent game!
The setup for multiplayer is rubbish though, I've tried for two nights and haven't got into a game yet. Why don't they just have a server browser as every single other game does!