*shrug*
I had the opposite experience when I started playing CO. To me CoH is already pretty easy staying alive-wise for the most part and that CO topped that. I couldn't believe how mobs melted like butter to my aoe's when I first played CO. I even raved about my AT's in my early posts (for like a year??) due to I couldn't believe what I was getting for free. I'm sure that attitude helped me out as well as picking one of the better built (for my playstyle at least) AT's right from the beginning. I even Gravi'd with my Unleashed just to show off to someone here... hehe. Man I loved my Unleashed until I went FF and he's still pretty tough for high dps and light tank duty and I still run him in Alurts including the high-dps-needing-many-can't-win-it-but-I-got-1-of-the-first-Firewing-AF's-with-my-AT-in-it Forum Malvanum.
AT's can be trying. You're locked into a build for the most part and most likely don't have a heal. My first suggestion is that you stock up on healing (the ones you can buy with Recognition are good and the vendor ones are decent) And defense devices. Devices can pick up a LOT of slack for an AT - and a FF as far as that goes. It definitely pays to do some shopping.
If you're playing an AT, I have found, it pays to get into the head of the person who made the AT and see where they were trying to go and go with that. If the build doesn't fit you then the AT might not fit.
Another thing about AT's... They are generally late bloomers. Generally you're waiting on a power or two that don't show up until near/at level 40 to make you a lot more functional. This can Especially suck when you're solo.
All AT's are not created equal and it also has a lot a lot a lot to do with your playstyle. I'm playing an Automaton off and on to get him leveled and it SUCKS. Inferno used to be lowest on my list for leveling due to it pulls agro and can't handle it but Automaton has taken the crown due to it's a DPS build with crap dps. Compared to what I'm used to...szo far, at his current level which is in the low 30's.
If you die playing a Mind you probably are playing the wrong game.. *snicker* Actually, Mind is a decent AT to learn on. It doesn't have a very complicated role and it's very hard to kill and it makes a team very hard to kill. If it only had a res.. Radiant has a res and it also has an excellent cone heal that Mind lacks but it has a weaker passive for defense and no bubbles. I think I never or very rarely soloed my support toons due to the low dps boredom factor. They can whiz through team content tho as long as there's some dps.
Errr what else.. Make sure you're in NORMAL mode not ELITE hehe... You want tough, pop things up to Elite and hop into a lair.. You won't get a reward for it except a harder fight and dubious bragging rights..
AT's are good for a lot of reasons I won't get into due to time and this is getting long already anyway but once you go FF... oi... Good stuff. And then a whole other mini-game unfolds, too. The Build Game. I have lost many many many hours to The Build Game... : )
GL! Hope everything works out, we're here for ya.
Edit:
I was going to skip mentioning gear due to it seemed a no-brainer that better gear is better.. but... even though CO gear isn't very sophisticated, it does pay to gear the gear that is best for what you are trying to do and that matches your build best. Dodge chance, Avoidance, HP's, Crit chance, Crit severity, Offense, Defense, raw HP's, energy management, recharge speed, superstats of course, and more (CC resistance.. what else..) are all things that can be enhanced or not by gear and change your capabilities. The AE doesn't always have the best gear and mission rewards won't always give you gear that matches what you are trying to do best either.
Eventually you'll get a feel for what fits you best and is the best to provide whatever that is.
Another thing about gear. It is vastly improved at 40 vs., say.. 1-30ish.