Are you playing single player or online?

There's a way to ease yourself in to GTAO, by starting an Invite Only session. Some businesses can only be run while in public, and there's even a way to remove other players from that. But for just getting in and having a bash without worrying about PvP and griefers and hackers, Invite Only is a good option.

To do this start GTA in to story mode. Once it's loaded, hit escape and click Online and Play GTA Online. this drills down to options like solo, invite, etc. Start Invite Only and you have GTAO all to yourself. This is a good way to test it out and level up, gaining rank and the weapons you want so that you aren't in the public arena before you're ready.

Animals flee this hell, the hardest stones cannot bear it for long. Only men endure