Have you at least started the new light quest? I suspect as a completely new player it didn't give you any choice but to do it anyway.
Not sure how familiar you are with looter shooter games, but if you're not so familiar, you are aiming to get better guns and armour as you play the various activities. The biggest issue in d2 for new players is that they removed the main campaign when they launched the beyond light expansion, so the original point of D2 is no longer in the game. This is because they removed some locations in the game to reduce its overall size.
So now, as a new player you have a brief new player quest chain that tries to teach you the basics, then you're onto content which is essentially expansions 4 and 5 with locations, a raid and a dungeon from expansion 3 (forsaken) but I think the campaign for forsaken was removed.
Weapons that are purple (legendary rarity) can roll with many different perk combinations, some absolutely incredible and a lot which are garbage. In the early game, any purple is going to likely be worth using, but once you reach the point where purple guns are dropping like rain, you can become more careful about which duplicates to keep and which to shard.
Armour is worth reading a guide on as it's a lot more complicated than it used to be. Better, but more complex