If you have played other survival-horror games you should be very familiar with the concept of the Safe House - which is a building or location on the map that offers a safe place for the player to rest, heal, re-arm, and when killed, re-spawn.
In Dying Light you will need to capture and secure the Safe Houses - which appear as Red Houses on the map when not captured and secured, and Green Houses when they have been captured and secured.
That should be a serious priority when you first start playing the game. A serious priority meaning you go after and secure every single one you can find as soon as possible.
As a bonus, capturing and securing a Safe House will also deliver a nice chunk of Survivor Points to you, which will make improving Kyle's stats and abilities that much easier.
Securing the Safe Houses
Safe Houses appear on the map as red house-shaped markers. You should know that every one of those that you have not yet captured will be defended by a large group of dangerous infected - so it will not be a cake walk to secure them, but as noted above, doing so is both a priority and its own reward...
So in each instance you want to scope out the threat and find a clever and intelligent means of either eliminating it, or rendering it less deadly.
The normal process is to go in and clear out all of the enemy infected, and then get the power turned back on. Once that is done, you have secured the Safe House and you get the XP for the doing of it. For some there is an extra step of closing any open gates.
Bear in mind that early in game play the clock is stopped until you do the mission for the first Supply Drop - that is an excellent chance for you to both explore, secure Safe Houses, and build stats and skills.
Hardly a walkthrough!