Am I doing it wrong?

[nathanpbutler]

Hang in there and level up some. The game gets a lot easier around 1200 to 1500 ego.

If you have the Gunslinger Trials or Castithan Charge Pack DLC packs, you could isolate yourself to spend time leveling up weapons, your EGO level, and your EGO Grid Perks by going doing the arenas from either of those DLC packs in solo mode on whatever difficulty (probably normal) that you feel is appropriate. That way, you aren't running into other players by accident and getting smashed by higher Threat Level situations until you feel more prepared for them.

[Lord Marshal]

They really need to change the threat level rules to only rise if the player(s) that would cause it to rise actually do damage to mobs in that area with a weapon. This would prevent someone getting their butt kicked because a 5000 EGO player drove by in his car.

[dfe]

bolt action sniper rifle have good crit, not the semi auto. or use kill or be killed for high crit