From what I've seen of MMOs, many of them do indeed embrace multiple currency systems.
If you're actually new to the game, my advice is: do not worry about it. It looks to me like you're doing research for the endgame without really having played the early game at all. I have 400 hours in the game and have never worried about it, and I do fine playing in the main PvE mode and in dungeons. I admit that I've only dabbled in PvP, and never yet had to deal with the crazy endgame augment special secret advanced magic .x gear-implants-cybagogs-whatever. If and when I ever become interested in a particular endgame mode I'm sure that that particular system will be clear enough. (I understood the PvP loot system quickly, but didn't care enough to really pursue it since I find the PvP pretty dull.)
Also: making different builds is extremely easy and switching between them is done with a couple mouse clicks, so if you have a special AEGIS build that only works with AEGIS equipment on AEGIS scenarios, it's fine, and it won't fuck up your other builds or make you redo everything every time you change gameplay modes.
No problem, I was always learning while playing. I didn't even know what those stats were for until I was in Savage Coast. I've already done all the story contents except Slaughterhouse(recently already tired from RL don't want to find pug in games aspie LOL).
Fusang Project is weirdly fun even if I'm not those uber evasion tanks or melee bombs (not enough gears to build like that) and the reward is very huge right now (50 Black Marks for capturing a facility which means half a piece of gears/glyphs/kits, 30 hours cool down).
I find scenarios to be extremely boring and I only have run twice in normal solo mode, and the AP sink is just ridiculous... I mean 175+ APs for level 1 augment? And they are using scenarios tokens for that waist 10.1 piece instead of the usual issue 5-7 tokens!
I'm also sad that they essentially locked New York Raid behind 10.2 gears. There should be an elite version for pugs. But I guess they have to put some incentives to draw you into nightmares dungeons. I still have no idea how Lairs work though, looks like it is also designed for groups.
I'd say sometimes there are even more subsystems. Like Zombra said, sometimes it's just better to start playing, figure it along the way and don't let it overwhelm you.
PvP and PvE gear being separate is kinda standard. Sometimes it's pointless, but I guess no one wants to break the mold.
Auxiliary weapons are not for beginners - you need to unlock the right quests and get the weapons first. It's not really that much of a sink, since it's pure utility and you get what you see - you may just want to pick up a skill or two (like rocket jump and damage shield) and leave the rest for later.
Auguments are the biggest sink, some may say even ridiculously big - but it's totally optional. I barely scratched it and don't really feel the need to.
Kaidan is for people that finished the basic game - AEGIS is a way to spice things up (I like it) and of course another soft gate for upcoming dungeons/raids.
I don't see any problems with difficulty of the content - it's very high all along the way and buids/tactics/skill are the most imporant anyway.
It looks like Rocket Launcher is currently the best choice. That movement ability for scenarios, the slow travel shot for AEGIS, and something for range DPS IIRC.
Augments are really weird... how do people get so many APs to sink?! To think they also need to grind those 30 minutes scenarios everyday...
AEGIS felt really inconsistent. I mean even in Kaidan most mobs don't have AEGIS damage which means your shield is meaningless. It's like everything about AEGIS is an ongoing afterthought. BTW Psychic + Cybernetic is such a pain in the ass!
I always thought that glyphs are more important than builds and skills. At least in my case, my limited skill is completely dampened when fighting in Orochi Housing Project. That narrow street with duo ghosts AOE while summoning AOE floating skulls while next group of mobs are just around another corner... and most builds really need the right kind of glyphs (well, actually right amount of crit and pen), which sadly is not extractable unlike signets. And even QL10 blue kits mostly surely exclusively come from elite dungeons?
It's just after all the excellent totally solo-able story content, I kind of missed single player games. And I haven't played once since starting this MMO... which means I haven't even played say Wasteland 2...