There's a number of improvised weapons in the crafting menu, so read up on crafting in the codex or do the tutorial for those. You can (very) occasionally find a weapon in gas stations or convenience stores. Your next stop should probably be one of the police stations that are in most larger towns. You 'will' run into either puppets or NPC's inside, however, so be ready. The next step is military POI's and bunkers, but if you're new you don't want to hit those yet. Many puppets, sentries, close quarters, etc.

thanks for that