Die less.
The game gets easier after you find Strelok's stash (there's a pretty neat rapid-fire AK-74 stored there that'll last you until you get better weapons), and you should have the opportunity to get better armor before long.
The beginning parts of the game though, you're pretty much made of glass. The game remains pretty difficult all throughout, but it's the very beginning and very end of the game that's the hardest.
This pattern is repeated in Clear Sky, although it gets even worse there where the "tutorial" level sets you up against a bunch of guys while you have crappy armor and the worst shotgun in the game (plus it's glitchy, so it goes on for a bit after you should be finished), and the last levels have you up against like 20 or so guys at once and a helicopter with little chance of getting more healing items.