The Zone

Each character starts play with 4 skills. It is strongly recommended that most characters begin play with first aid, data gathering and equipment maintenance so that they can be reasonably self-reliant. If you do not have one of these skills, you will be reliant on NPCs or other PCs which can be expensive.

Gun smithing, armour smithing and surgery can bring in a reasonable income during downtime and can also yield some bonuses when looting.
Data analysis can be very useful to dig deeper into plot, as can the four scientific disciplines.
Survivalist and trapper will greatly reduce the costs you must meet to remain healthy.

It is possible to start play as a specialist in either the scientific or technical fields, but be aware that it can be risky and you may find you cannot access some missions. On the other hand you may find you have greater access to the wider plot or the ability to command a higher price for your skills.

Characters start with no money or equipment. Instead they must take out a loan of up to 5000 credits from the gang.
Record a list of what you buy, the ref team will track your debt. You will need to pay a minimum amount towards your debt in each downtime session. You can of course pay off more than the minimum.

Record your character's name, and any background details you want to bring to the attention of the ref team.
Most characters will have a military background or similar, but a law enforcement or security background also works, or you could play a wannabe who never got into the military.
It's worth considering why your character is in the Zone. For the vast majority it is all about the money, with a three year tour of the Zone yielding more than enough money for most people to retire on. It is a very high-risk profession though, with only around 12% of freelancers coming back out of the Zone. What kind of person takes that risk?