Don’t neglect your early game story companions, some of them aren’t great when you first recruit them, (looking at you Subodai) however they’ll quickly become some of your best companions when they get their promotions fairly early into the game, but only if you keep their levels up to date.
When starting out with a new pirate, if you don't have any gear in your shared bank, you can go shopping at the Bazaar every few levels. This will give your stats a slight boost, and also means your weapon can do more damage.