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In the run-up to The Division's level cap and endgame, there's not actually that much incentive to spend a ton of time optimizing your agent's loadout. With each level up, most of your gear will become outdated, and should be quickly replaced by drops and rewards from The Division's main story missions. With that in mind, your main priority in the early stages of The Division should be to level up as quickly as possible, which is a goal that certain types of missions will allow you achieve much faster than others.
In the video above, I break down the pattern you should follow to level up quickly in The Division. Obviously, story missions reward the most experience, but are separated by about two levels each. In order to bridge the gap between those missions, you'll want to do Side Missions — not Encounters or other random activities — just a few of which should boost you up to the next rank. You'll also get plenty of gear drops, blueprints and credits along the way, too, which should keep you in the finest parkas and messenger bags that Manhattan has to offer.