Progressing further into the cosmic abyss of Returnal requires an understanding of the weapons scattered across the world. Players can only hold one weapon at a time and it's best to experiment early on to discover which weapon plays to your preference. First you'll need to understand how to switch weapons.
To switch weapons in Returnal you must approach a chest or recently downed enemy. When you've found that new weapon, press the Triangle button to swap the old for the new. Prior to making the switch, you should compare the stats of your current weapon against the new weapon. Just because you've found a weapon drop doesn't mean it's any better than the one you're holding. In fact, the stats could be worse due to the RNG nature of the game.
We recommend testing as many weapons as possible early on. In Roguelite games, playstyle is unique to every player. Meaning, what works for one player might feel terrible for another. You can only know your preference by testing out as many guns as possible. That is, as you find them. Besides, your goal early on in Returnal shouldn't be to win, but to grasp the ever-changing world and the mechanics.
After you've found your preferred gun, find that weapon and stick to it. Every weapon has unique traits that grow stronger the more you use them. The stronger your weapon, the more likely you are to progress a run. Of course, you can only continue using the weapon if the RNG gods are on your side.
For more guides on Returnal, be sure to check back with Pro Game Guides.