Volo, I know that SD can be confusing and challenging, but it is the adventure of learning in-character where the game truly shines.
What you've been told about combat depends on what you're fighting and who you're fighting with. There are characters coming out of the gate who can be successful in combat (as long as they're not trying to kill someone way out of their league). Would a day 1 assasin with a rusted spoon in NYC be able to kill the three year veteran with that shiny rifle and a network of hard-ass chums?
Unlike other games, "winning" isn't defined very clearly in Sindome. As an RP game, the goal is to create cool scenes and stir shit up. Waiting until you have a 100% chance of winning will take forever and won't be very fun even when you can pull it off. Here's a quote I put in another thread long ago regarding the "play to lose" mentality that is very helpful to have in Sindome.
"Honestly it's pretty critical in how you RP/Enjoy negative stuff happening to you. SD is unique in this I feel, and learning to embrace it is super hard. It honestly took me a couple of characters to get a feel for it and its something I still struggle with.
There's an undeniable instinct to have a max ue "winning" character, and that can be at odds with the experience of a cyberpunk world if you don't focus on the schism there."
Channel the frustration you have ICly/OOCly into your character. The CyberPunk world you are in ICly is owned by corporations that are striving every second to milk you of every penny you have, and very likely would be happy if your character were to bite the dust, so that the corporations could sell the organs they illegally harvest from your body (non IC example, hyperbole intended). CyberPunk is a grim, grim environment.
I think people have been hinting at this for you, but learning to "embrace the suck" is critical to enjoying this game. Playing to lose means getting enjoyment out of RP'ing a character who has reached the end of their rope and has decided to rip a 2x4 off his wall to go fight those that are hurting him, even when he knows he will lose. Additionally, others IC will notice your willingness to go to these lengths.
Whether they align with you to achieve greater goals, or mock you for trying, you're still making your mark on the world.