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The first few quests you get seem to be higher level than you are and can be a little tough since you don't have much for gear, yet.
Once you're level 10 go to the other police stations or night clubs and you'll get quests from there. As you're doing those quests you'll usually find a mini-quest near your main quest asking you to defeat enemies and collect items in and around the area of your main quest.
If you keep doing the main quests from the police stations or clubs and their mini-quests you should get enough XP to usually be one or two levels higher than the suggested level and you'll keep getting decent gear.
Have you accepted Raspberyl as your loli and savior?