Toughness may be quite different between various covers. A stack of crates cannot soak up enemy fire as much as a plascrete wall section. You can see the cover's healthbar when you press space. If you have the same type of enemy hitting different types of cover, you'll learn the difference between softer and harder cover ;-)

Hopefully the update that adds the tutorial will make it clear that doing missions isn't the way to start the game--you're not gonna have the survival mechanics in place until around the time you start getting Account Levels, and you're definitely not gonna be geared well enough to do Missions.

Investigations are, currently (which is highly subject to change) the only way to viably start out. Better experience (marginally), and less of a flood of important mechanics that you may not have picked up immediately (such as a seemingly higher instance of enemy grenade use).

The Crusader itself is... kind of hard to pin down. Currently (and again subject to change, within the next week none of this will be correct) the Crusader is highly gear and stat dependant--that HP pool means nothing when you're soaking 3-5 times as much damage as you have health in a given 30 second window. Until you have about 50% damage reduction and 20%+ chance to block, you're gonna have a bad time, and that ties into some itemization issues I've brought up elsewhere on this board.

Hopefully with the complete overhaul coming, we'll see fixes for some of the points you've mentioned (and I've shared in this post) so that new players don't have to dig through forum posts to realize things like "Missions aren't starting content and you will get your face melted off" or certain mechanics that you (currently, and this will change with the tutorial I believe) have to learn either in-chat or from trial and error.

Good to see others posting critical commentary with reasoning, and hopefully with some more time in the game you'll grow to enjoy it more.