Dead NPC drop their inventory (if any), this is the sprite looking like a sack. position yourself over it and “U”se it to open it like a container. Those disappear after a while, but there's plenty of combat around the city. Scavenging loot can give you a basic gear in the beginning.

If you are planning on killing innocent civilians, you may want to get them when they have finished their job as it's most probably when they'll have the most money.

Beware of cops wearing a shotgun. If they can near enough they may be able to kill you in two hits. And more to the point, being hit by a shotgun will reduce your stamina, so once you get caught, you won't be able to run away.

When hurt, you can either buy bandages / medkits, or go to a hospital. Sleeping in a hospital bed will heal you quickly but it will cost you money as well.

The glock dropped by many dead thugs in the beginning of the game is a relatively good replacement for your 9mm. You'll also quickly find shotguns dropped by cops. It's a good backup short range weapon.

Do NOT enter the NecroTech building or the Military Base before you are well equipped with plenty of armors, weapons and healing items. The guards there are not messing around.

The Zombie Game Mode is fun to play, but it's very unfair. You will have to find a good weapon quickly as your starting pistol is no match against the zombies. Also, get all the antivenom you can find as you'll get infected a lot.

You will find plenty of items in the various houses around the city. Not everything will be useful to you, but what's not can be sold at a Pawn Shop. In the current release (0.67) this is kind of an exploit as you can get very rich very quickly this way with little to no risk. Next version will make that much harder.