1e has a very messy and power-creepy Career and Rank jungle, and it is probably a good idea to stick with what's in the Core Rules to start with. Mind, this is after something like 20 releases in that one game line, so it's not exactly an unusual problem. I'm unaware of another equally extensive line that doesn't have the same issue.
Whiffing means you're doing it wrong. The system operates with low base chances of success when rolling dice, and with very easy to obtain and very large modifiers. Essentially this means that actors have to look for ways to facilitate what they're trying to do.
Two actors just standing there, trading bullets, will miss a lot. Two actors running around finding height advantages, bracing their weapons, aiming and so on, will hit very often and disable or kill each other very quickly.
This fairly great emphasis on creativity and tactics comes at a price, though. Both players and GMs need to be aware that their chances of achieving things are highly dependent on their ability to create advantages for themselves, and this means both need a fair degree of system mastery. And the GM needs to keep this in mind when designing obstacles and encounters.
Obviously you're not going to have the required system mastery on day 1, and if you come from systems like D&D you're unlikely to be used to design obstacles and encounters in a way that facilitates "modifier hunting". But give it a chance, because you will catch on fairly quickly and it's very possible both you and your players will end up feeling like you have a greater degree of agency than you've had in other systems.
Things to look out for in DH1e - and again, I suggest you stick with the DH1e Core Rules to start with - are Psykers and Full-Auto weapons.
In the setting, using a psychic power is pretty much the extreme last resort of anyone with half a brain, because Psykers are universally feared and hated, and using such powers is likely to turn everyone and everything hostile, permanently.
You need to make sure you communicate this clearly to any Psyker players you have, so they don't feel like they're being persecuted for no reason. As the GM, you also need to be aware just what the Psyker can do, because even Rank 1 Psykers start with a more or less expansive arsenal of powers that can screw with the best laid GM plans.
Finally DH1e Psykers have a low, but quite real, possibility of going nuclear and destroying themselves and the rest of the party. My suggestion, as always, is to house-rule that Psykers can Burn a Fate Point to instead suffer a GM fiat disaster, and that other party members can Burn a Fate Point to knock out the Psyker just in time to avert them going nuclear.
Weapons capable of firing Full-Auto in DH1e are incredibly lethal. You probably shouldn't allow such weapons at all, until you feel your group has a good grasp of the combat mechanics.
The systems combat mechanics are fairly lethal in general, and a good rule of thumb is to avoid combat encounters if the PCs are Fatigued or out of Fate Points. Fatigue can seriously compromise the capabilities of your PCs.
Accidentally killing everyone is pretty easy for a newbie GM, and the only RAW way around such accidents are Fate Points. So... No fatigued PCs, and no PCs without FP if you want to shoot them up without killing them.
There's been a bit of discussion here recently about the value of various Skills, and my advice regarding that is: keep a copy of each character for yourself, and design the challenges you throw at them, around the skill sets that they actually have. This way you can reward their particular character builds, and ensure they all have a chance to be indispensable to the success of whatever mission they're on.
I also strongly encourage you to not gloss over the Q&A part of character creation, and take notes. Because that's the only part of RAW character creation that lets your players express the sorts of ethical dilemmas and challenges they'd like to experience, and personal stories they'd like to explore.
So take notes and try to incorporate as much of it into your mission design as possible. Especially consider how you can use their answers to help you design recurring NPCs - in particular their Inquisitor.
Finally, assuming the default setup your PCs will be working for an Inquisitor. This Inquisitor is very likely going to be vastly superior to the entire Acolyte Cell, in pretty much every conceivable sense. The Inquisitor can kick their combined asses, outsmart them, out-buy them, and just generally out-everything them. This makes it critically important that you always make sure that the Inquisitor is in no position to show off.
You probably do want your Acolytes to feel like underdogs, who're sometimes cogs in a vast and uncaring machine, and sometimes the almost powerless doorstop keeping the cosmic horrors confined for another day.
But you don't want Acolytes who feel like they're useless baggage.
Generally that means the Inquisitor should be somewhat distant, and never ever tag along with the Acolytes.
Have fun & good luck