When first startingout, you're very weak. You only have the Pistol so it takes three shot to kill the enemies. After a while, you'll start to get health and ammo. Ammo may not necessarily be for the Pistol (you start out with 9999 bullets for that one) but for the Rifle or other guns. You should still save them because you'll need them for later, when you actually find the better guns.
Try saving the better guns and ammo for harder situations. Especially for the beginning, when you have very little enemies ganging up on you, just use your Pistol and conserve ammo.
Remember, use Perks as soon as you can. Once you click on it, it'll pause the game so you don't have to worry about dying while choosing. Perks are up to you to pick, but always pick one that benefits your current situation. For example, don't upgrade faster shotgun reloading when all you have is a pistol. But a good starting perk to get is the Master Crossbow which will greatly improve your crossbow.
Eventually you'll get the Crossbow and the harder enemies (Tickers) will come. The Crossbow will be easier to kill enemies with than any previous weapon, and if you get the Master Crossbow the Crossbow will still be useful later too. You'll soon get the Grenade Launcher, but only use it when they're swarming you. Don't rely on the Grenade Launcher as a survival weapon but as a last-choice weapon.
Check the map (top right corner) often. If the enemies aren't coming back at you, that means that Dracula is coming. Use the Crossbow to kill him and you'll get him in one hit.
Later, you'll fight stronger Tickers, but you'll get the machine gun to make up for it. At this time, you should turn off Auto Switch Weapons (Just pause and go to options) because that will become an annoyance. You should be constantly shooting because you'll be constantly getting ammo; you shouldn't have to worry about running out.
Save the BFG for necessary situations and when you have to fight Dracula.
Eventually you're going to be constantly overrun by enemies. When it comes to this, switch to the Machine Gun and hide behind the fountain and just continuously shoot the enemies. Get supplies when you need them but don't wonder far away to get them; stay in the general area. If your health is getting low and there aren't any health packs near you, switch to the BFG and just start blasting enemies until one drops a health pack.