It's worth to run around with missions etc a little (or reading a guide if you feel like). It's just rather big topic for a single forum post, and you'll see a lot of stuff on your own. On my experience however i can say that
Suit Schematics (rather uncommon and required in a number),
Manufacturing Instructions (again they're not rare, but you'll really need loads of them) and
Power Regulators (again rather uncommon and required in a number) should be on the top of the list. There's also a number of priceless, but niche things, such as opinion polls. They're rare, they're gating your progression, but sometimes there's a workaround, like don't want to spend time looking for opinion polls - go upgrade in Colonia.
This table on Inara lists everything required in orange and not required (yet at least, who knows if i'm right keeping a couple of vehicle schematics just in case) in grey.
The companion site for Elite:Dangerous with the game database, market data, trade routes, outfitting, engineers, blueprints, crafting, Thargoid war, squadrons, logbooks, galleries, galaxy information and much more...
inara.cz
And for missions, don't geet into deliveries too much, it'll be too boring. Nice just for a start, or if you see a good reward. Outfit a small and speedy (landings and overall agility) ship with a decent shield (even a single scav can and will fire and may strip it in the end), a couple of SRVs (if one gets lost or exploded), dumb missiles (bomb em) and maybe a DSS if you care to scan stuff on your way, and take all the missions that please you and have scavengers in their name. Get an item, get an item from the base, clean scavs, crash sites, hidden caches, restorations and everything else. And just be careful while doing that.
Your lets say Cobra (i have a Cobra outfitted for planetary ops, link in profile - works nice, very fast, but a little squishy) will approach the destination, float at 200 or so meters - check if any shooting, if so - missiles. Then next step land and deploy SRV (both have pros and cons, i load two different ones). SRV will also let you find that annoying last scav on the radar in case they hide + the possibility to dismiss ship if under threat + move fast + ofc clean the place. I don't think i ever saw scavs armed with rockets, so you're quite safe if maneuvering carefully. Nice answer also if another dozen of them is coming in reinforcement - get into your SRV and drive away and then deal with them from distance, no need to face twelwe enemies at a time.
That'll give xp and then you'll see what you're up to, you'll also gather mats and see different missions and bases. At least that was my approach when i started my on foot Odyssey. Oh and one more thing - always pick display material reward while chosing your missions. Money-wise missions are worthless. Always checking materials will never let you skip diamonds that are sometimes present in the clutter of more or less worthless rewards.