This is very early on. Is Insanity not for a fresh start? Should I just be using my New Game+ guy? Is it because I'm playing a fresh Infiltrator that it's this hard?
Side question. Do you make less exp per kill when killing from in the Mako than you do dismounted? Doesn't apply to the above scenario. Asking in general.
Insanity is intended for New Game+ characters, but you can beat it starting at level 1 (I am currently nearly done with an Engineer, probably the hardest class to do it with).
What level are you? With all XP bonuses, you can leave the Citadel at around level 12. I would then make a beeline for Therum to recruit Liara. Therum is fairly easy with a lot of good cover in spots. Only the final fight can be somewhat hard with the Krogan Battlemaster.
You earn -50% XP when killing in the Mako, so as long as you kill on foot you will gain maximum XP. This is generally important early game to maximize your XP gains so you can level up faster. Later game, you can pretty much kill faster outside the Mako anyway.
What squadmates are you using? With the Infiltrator (and Engineer and Sentinel), you have both Decryption and Electronics so you can open all crates, so using Kaidan and focusing on putting points into his Throw to unlock Pull, and First Aid to unlock Neural Shock is a good strategy early game.
Also, as an Infiltrator, what skills are you focusing on? I generally focus on getting Decryption and Electronics to Master, and Armor to rank 7 (for Medium armor) and Master immunity as soon as possible for survivability. Getting at least 3 points into Pistols (Basic Marksman) is also recommended. Also put points into Charm/Intimidate if you want to pass persuasion checks.
Generally, my mission order of focus:
1. Eden Prime.
2. Meet with council.
3. As many citadel side missions as I can.
4. Recruit Garrus then Wrex, then take down Fist and rescue Tali.
5. Rest of the Citadel side missions.
6. Recruit Liara.
7. Edolus (Kohoku's men/Thresher Maw), and Derelict Freighter or whatever it is called (the one where the pscho biotic killed everyone because her boyfriend was braindead). These missions contain little fighting so can get some easy XP. Presop (Major Kyle and his biotic cult) also has little fighting if you have enough Charm or Intimidate to pass the checks. There are some mercs and a Thresher Maw but they are not that difficult.
8. One or two more missions to get to level 20. (The first part of Feros is good for this, although it can screw you later with poor equipment drops)
9. Luna.
If you are lucky with equipment drops, you can get some Anti-Personnel and Armor Penetration weapon mods to increase damage versus organic and synthetic enemies. I usually switch them up frequently depending on who I am facing. On uncharted worlds, you typically only face either synthetic or organic enemies. Only on main mission worlds do you face both at once.
I also usually convert all I - III rank equipment I do not use into Omni Gel since the credit return from selling them is extremely poor (usually less than 100 credits). Rank IV and higher equipment mods yield a higher credit return for selling them. Around level 20 you start to get level IV drops which is good. So around level 23 - 25 you should be able to max out your specialization, and have enough level IV equipment to sell and have enough credits to buy the Medical Exoskeleton mod from Dr. Michel. You may or may not be able to buy a Spectre Pistol (HMWP VII) from the Normandy Requisitions Officer or C-Sec officer which help with your killing speed.
Early game Insanity starting from level 1 is tough, mostly as you said because enemies have a ton of health, lots of immunity spam, and shield/health regeneration.
Some things to keep in mind:
- In Pre-fab structures, try to stay outside the door. Take cover if you have to. Put your squadmates away to one side; their powers are more useful than their guns.
- Krogan will not regenerate back to full health after 'death' if they are lifted (Singularity, Lift). They only regenerate once. Neural shock can also prevent health regeneration but I find this can be flaky. Status-applying ammo mods (Phasic rounds, Chemical rounds, Incendiary rounds, Cryo rounds) will also prevent health regeneration.
- Early game, try to not use all your powers right away since they have such long cooldowns. Try to limit their use to near-death situations until everyone on your squad starts to get good power cooldown mods, amps, and omni tools.
- Try to avoid using sabotage if a Krogan or large two-legged Geth unit (Destroyer or Juggernaught) is near you since they will charge you and can beat you to death.
If you are having trouble on an uncharted world, do not be too proud to leave and come back later after you have leveled up some more.