Pathology, absolute must to start with. You really want the reduced costs for plague curing. Increased collection is a bonus, but my pathologist is a base queen, he very rarely wanders around outside. He's actually kind of a bad character too, I just haven't found anyone better with medicine to replace him, so he sits here for awhile.
Automechanics is super great to start. Reduced costs for making repair kits is awesome too. After you get situated, just bulk craft kits and tear down the auto shop for more useful shit.
My other "starting" character is my RT demolitionist. Demo lets you make C4 with one character, and I use C4 for plague hearts in a rotation with other methods. Melee some, C4 some, bloater gas some, etc. Spreads out the cost.
When I'm roaming around on lethal out scavenging, generally I always carry this shit.
I use xbows for scavenging because bolts are quieter. I also keep normal meds and energy drinks on me, but I don't keep a full stack so I've got more space to loot. Generally it's 2 and 2. I just looted 2 and 2 off some bullshit, and had to use one to take out a Jug/BF horde, so that's why i'm offset. Never ever ever go out anywhere without energy drinks and pills. It's way too easy to get caught off guard by something and get ended on lethal.
Always park your car like that, so no zeds can get on the front, always enter from the passenger side so your door doesn't get ripped off by the shit chasing you, and then your trunk NEEDS to have a gas can, at least one repair kit, and however many plague cure you think you're gonna need. I was doing a lot of co-op when I was playing, so we just threw bigger stacks in there. You absolutely, positively cannot leave home in a vehicle without a plague cure. You won't make it home alive.
Go heavy weapons, always. The only time you can get away with not having heavy weapons is if you have gunslinger. Also, if you take swordplay, you need discipline to make it worthwhile, otherwise you're gonna be fixing your fucking swords every time you have to unsheath it. Very annoying. I was taking Marathon based upon how good marathon is in the first game, but backpacking is king shit legit. If I don't hit powerhouse on a levelup, then backpacking is a great place to be. Marathon means not using stamina when you're running. Backpacking means more stamina for running, or fighting, or jumping, or, well, fucking everything.
Lethal is awesome. You're gonna lose a few dudes here and there learning some shit. But at some point...you'll just stop losing dudes, and you won't be able to remember the last time you did.