I’ve found that I’m not very good in gunfights, and it feels like it takes 20 shots to kill an enemy. I die often when I try to do anything too crazy. Does that get easier as the game does on?
The revolver and ammo you start the game with are pretty weak. Definitely head to a gunsmith and get yourself a pair of volcanic pistols or Schofield revolvers (I think the latter might not unlock until later in the game though), and be sure to use express ammo instead of regular ammo for better damage.
Also, headshots will be more effective than body shots. What I usually do is press the aim trigger and then as soon as it locks on, I give the left stick a slight flick up to bring my sights up to head level instead of body level before I fire. And of course, use deadeye as much as you can, and stock up on chewing tobacco and whatnot so you can fill up your deadeye meter when it runs out.
And for non-close-quarters combat, a pump or repeating shotgun with slugs will one-shot pretty much anyone no matter where you hit them, at the expense of a slower firing rate.