Humans killing other humans can get high-level human players after you; some of the groups are dedicated to chasing down PKers and post bounties on them and stuff.
EmVee's advice is good. If you are having a hard time finding ammo maybe consider picking up melee skills. Axes pwn.
Def get Flak Jacket, at least 1 First Aid kit (other players often heal you, but you can't rely on that, as if you get infected you're ******), if you're going guns get a shotgun (can also be found in bars), if melee get an axe.
My scout is my best char:
Free Running, Melee Axe tree maxed, Construction, Bodybuilding, Firearms Shotgun tree maxed. He can run, gun, chop and build.
My cop got killed.

My zombie keeps getting headshot before he can level up. He wants braaains.