Yeah, the beginning can be pretty difficult, the problem is that you're mostly resigned to slowly crawling behind guys and bonking them with the baton or prod (unless you exploit the jank to your advantage) - later on, when you've accumulated some guns, leveled a weapon skill up to Advanced, and installed some augmentations you'll be a lot more flexible, both in stealth and in combat. Liberty Island can also be quite overwhelming as a first level, they really expect you to have played the separate tutorial level first.

You could also look into mods - normally I'd suggest staying vanilla for a first playthrough, but if you've already bounced off it a few times it might be worthwhile to try.