Well, you could get eaten by a boar, or sucked in to a gravity anomaly, or shot by a merc, or caught in an emission or.... err, right, right, what could go wrong?
You're a veteran player, and you know the Zaton area well, correct? You will be dropped in the area in a random location with very little map info to help find your way. You want to hightail it to the Skadorvsk. Don't look back. Keep going (and reloading) until you make it. Then you're ready to get going.
I always choose sniper class for what it's worth.
Did you read my SimHQ thread? Asking because I don't want to repeat stuff you've already read. But be sure to avoid quick saves. I use a 4-file rolling manual save in Misery.