Newbie Here - Mission Selection Questions

New player here. I've been having trouble understanding the world map, mission select, and what to prioritize. The game does a kind of shit-job explaining what I should be doing (still loving it though). Worth mentioning I don't have friends that play which is fine, I was big in to DRG and always played with Rando's so I'm used to that type of play. I've just been joining other peoples missions 100% of the time.

I think the below list of questions are what I'm confused about the most. I did search and haven't seen any good reddit threads that directly address my questions. Any answers would be appreciated to help me better understand the mission-structure of this awesome game!

-Is there an issue with only joining other people's missions? Am I missing out on weapons/levels/credits/etc?

-Is there any benefit to hosting my own missions that are highlighted on a world?

-I see that missions are in groups of three, but I haven't really hosted them. Why?

-Do people only pick missions on planets that are highlighted? Last week when I started it was the same three planets for days and none of them were terminid and only 1 illuminate, so I spent my first few days mostly fighting the automatons.

-I don't understand when new worlds become highlighted, what changes?

-There were three mission objectives in the HUB that were like "Hold this planet until xyz" that I did not understand. I did tons of missions on them and one completed, but the rest didn't?

-At the end of some missions it shows three white mission icons - I don't know what these specifically mean. Sometimes one of them will get checked off and I'll get medals. I don't understand why, when, etc. Are these missions I randomly joined that also happen to be missions I was supposed to do?

-I have received random new weapons and armor outside of acquisitions, like a new SMG and a new Sniper. I don't know what I did to get these. The game said something like "milestone complete", but I cannot quite remember. What triggered this?

Thank for any feedback!

*edit* - You guys are awesome with the quick and thorough responses. Thanks so much!