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You can of course get better weapons (Kuva or Tenet weapons, etc.), but it'll usually come down to the mods you have equipped. It kind of matters for the normal star map, but it definitely matters for Steel Path.
Since you're early on, you want the damage boost mod (Serration, Point Blank, Hornet Strike), the multishot mod (Split Chamber, Hell's Chamber, Barrel Diffusion, and Lethal Torrent for secondaries as well), crit mods, and elemental mods as well, combining for what you'll be facing.
Corrosive + Electric for Corrosive is good against Grineer, along with Heat. Cold + Electric for Magnetic is good against Corpus, along with Toxin. Either Corrosive or Viral (cold + toxic) is good for Infested, plus Heat.
Sooner rather than later, you'll want to purposefully kill off the Acolytes on Steel Path. You'll want to do so until you have full stacks of the Arcanes they drop, and enough Steel Essence to add the Adapter for the weapons you use, which you can buy from Teshin on any Relay. Once you do, you can drop Serration/Point Plank/Hornet Strike entirely.
Additionally, I'd suggest spending time doing Arbitration missions, so you can get all the Galvanized mods. Those help immensely for damage scaling.
As for weapons? Incarnon stuff from Cavalero are top notch and should hold you over from the beginning to end. Orvius from War Within is also a good weapon to ugprade, especially if you can get your hands on Melee Influence (do assassination bounties, kill gruzzling, kill boss, use points to get one from bird).
Like stated above, modding is the most important part of it. Frame buffs is also an additional layer of effectiveness that adds a lot to your weapon.
xoris is also really good if you have melee influence arcane
grimoire built for radiation and corrosive can be decent too
id try to get an incarnon weapon from cavalero, they are all really strong once you complete all their challenges and build them properly, phenmor is probably the easiest to build in terms of forma and mods but you do need a secondary and melee incarnon to complete all the challenges for it.
if you have spare plat you can buy primary and/or secondary merciless max ranked for 30-40 plat and do 3-4 steel path incursions (marked in navigation) to get some steel essence and buy arcane adapters for primary/secondary weapons. this should boost your damage output by a lot
Actually using the faction damage boosters will give you much better returns on steel path, and aren't too terrible to farm, assuming they haven't dropped along your journey, already. Some of the specific class mods can also help, and change each warframe's playstyle a bit. A good AOE kuva weapon or tenant isn't a bad idea either, though some have received nerfs, most still perform quite well, if kitted out appropriately.