I don't trust myself to knife every enemy in the first level, but, once I become more accustomed to the animation and position, I'll be able to not use any pistol ammo on the first level. I'm not attempting to brag, just pointing it out if anyone hadn't thought of it. It's not hard to waste ammo on the 'do you even game, brah?' level, because there's a health risk and you just want to get it over with.
It seems like by about level 3 or 4, you should be killing lots of stuff with specialized weapons (AGL, shotgun, cangun/nailbomb/straight explosive) and you end up with a significant amount of ammo for the autopistol if you conserve it early. My experiences with the 6th and 7th levels are trigger happy and palm sweaty and I burned shotgun and mg ammo on every playthrough. Actually having enough ammo for the atpistol would be a pretty great cushion.
One thing before I dive in, for the new players - when you hack a zombie with your knife it momentarily stuns them, making it much easier to kill any of the melee creeps than you might think. You can dependably stab, back off, stab, back off, etc. until most anything is dead. Obviously enemies with guns are unapproachable, but if you can save ammo via knife-ing you should be stockpiling much more than you can use (at least early on).
Below is all spoiler advice, read on if you've gotten to level 8 or 9. Or if you need help reaching that point and don't mind the spoilers.
So in the first level you will always encounter 26 slow zombies and 1 fast. If you can kill every single one with your knife you're good to go. Also, killing the big zombies (they take 4 knife hits but are easy to dodge) are important because they can tank so many of your bullets they aren't worth shooting. Once you can kill all the melee zombies dependably with your knife, you should be able to make more progress.
I find that luring creeps into the void is a really risky endeavor, but maybe with more practice you can do it - void death is particularly unsatisfying.
Also, never try to melee the yellow guys that throw rocks - they need to be shot on sight. And, this goes without saying, if it can shoot you, you should shoot it - on level 3 when you encounter the guards for the first time you need to kill them quickly.
I find that looting the first 3-4 levels completely is important to doing well later, but after the snake boss it's better to just rush towards the exit / looting storage lockers on the way. Never forget to use explosives when you can, they are the most common item and you often find you inventory full before you can use them for crafting. It's better to waste them killing one or two dudes than throwing it away later for a more important item.
The snake boss is easy to hit with AP panzerfausts (3 cans + 500rdx I believe), and if you can make two or three they will make that boss a lot easier. You should save that AP ammo for later . . surprises.
A good tip for killing the tanky armored bosses early on (the ones that spray you with MG fire), is to use sticky grenades. If you stick those guys their AI goes haywire and they stop focusing on you. So, stick them with a grenade, shoot shoot shoot until it explodes, than stick again - they shouldn't be returning fire and you can take your time. This trick is important for the first boss room where two of them spawn. It also works on the blue walkers, the ones that shoot homing missiles.
You should always be looking for ingredients for the powerlegs/ magshield / shocknife in that priority. Also, AP ammunition is necessary for surviving level 7 onward. My current playthroughs always end when I run out of AP ammunition around that point - almost every enemy has some amount of armor that just soaks up normal shotgun / mg bullets. It's frustrating to lose because you simply run out of ammo, but I can't gripe too much. I <3 this game.
And this is a big spoiler tip, but crafting the cannon is extremely important for beating the game. It takes (I think) two large tubes, a pistol, and something else? Anyways, the ammo for it is crafted with one can + RDX, making it plentiful. The cannon does great damage against late game enemies, but crafting it is tough with the large tubes taking so much inv. space. The only time I won was directly attributed to my crafting the cannon.
Ultimately, this game is great for the deaths. Losing is fun, like most games should be. If you don't mind seeing the later levels, look at this video I took of
everything going horribly wrong, with me trying everything against the horde. I saved this particular death because of the sheer number of things being thrown at me, it was absurd.
https://www.youtube.com/watch?v=sPcclP5Cu-QIf you guys have questions I might know the answers.