I have seen JP players provide an answer that I think makes a lot of since to me as a PSO2 player. The iteration we have in NA right now includes a great deal of stuff that was gradually introduced to the JP game during the last 8 years; new weapon tiers, sub courses, level caps, new classes, skill factors, the myriad of unique quests, etc.. It is kinda like we've been dropped into the center of a complex method of menus. Attempt to go with this in mind, this is an 8 year-old MMO with that much content because the vanilla version.
With alleviating some of the anxiety, that being said, spending 1-2 hours viewing new player guides and guides on builds will go a very long way. I felt exactly the same, overwhelmed with the mass of content with little. I am still learning a lot every time I log on and I'm probably unknowingly doing a few things very suboptimally, but I feel a lot better after taking some time to understand what basic things I need to know via YouTube guides.
As a player I concur with Phantasy Star Online 2 offering zero guidance. This is part of it being. I mean, it's old but it's not like Phantasy Star Online 2 is out of 2001. Hell, FFXIV came out and did a helluva lot longer to let you understand exactly what you need to do. The og PSO game came out until the theme-park MMO formulation is based, which is my fear with all the NA release of PSO2, because it mostly retains the foundation formula
The mission/gameplay multiplayer arrangement is closer to something like Monhun or even Warframe than what people would normally expect from an MMO nowadays. In addition, I play FFXIV and I love it, but it's certainly going to be a hard sell for my friends who enjoy content like that with courses which have specific functions and jobs and a hotbar full of skills, tighter combat where there's a lot more focus on group co-ordination and rotation muscle memory.
PSO2 plays more quickly and loose, it is designed to be casual and far more things will get you killed but also you won't wipe; that does not mean there isn't any difficult content, but PSO2 is not the same beast. That is coming from someone where FFXIV didn't click before the fourth time that I attempted it, and that I came back to PSO2 having loved PSU on the Xbox 360 in which I knew what to expect from the formula; FFXIV I tremendously enjoyed after I got beyond ARRI imagine it would be a similar scenario for a few of the less-facerollable PSO2 content.
More information about PSO2 in https://www.pso2ah.com/