As someone who relatively recently (about 6 months ago) played through Deus Ex for the first time I would strongly recommend waiting until the 3rd level before you judge the game.
The first level isn't a very good first level for teaching you how to play the game. It's a good level, but it just expects you to already know stuff that the tutorial didn't even teach you.
Because of this over the years I tried no less than 4 times to get into Deus Ex before giving up on or immediately after the first level.
It takes a while to get a feel for stuff like when/if guards can see you, how picky the game is about alarms, cameras, etc.
Some stuff that stood out to me:
1. Don't worry if you set off an alarm. It usually has no permanent effect on the level. Guards will return to their normal patrols, even if they've seen you.
2. Melee is REALLY weak early on. Don't try it until you've upgraded melee. It's not like modern games where you can do a one hit attack to knock guards out from behind, at least not at first. You'll just piss them off. It's also very dependant on the weapon you're using.
3. Guards are fairly blind, and if you are crouching and not within a narrow cone in front of them they generally won't detect you.
4. There is *always* another way. Every puzzle or obstacle in Dues Ex has at least 2, but usually 3 or 4 solutions. There are also usually secondary objectives/secret areas that are not mission critical.
For instance, in the first level, I always got confused because there is a fairly difficult section inside the Statue Of Liberty, with laser trip wires, etc. That is a secondary objective. To beat the level you just need to head up to the top of the statue. Knowing that would have saved me a lot of headaches.
5. Tranq gun, even if you aren't going for a non-lethal playthrough, is great to have. 1 or 2 shots will take down almost anything at the start of the game. You just have to give it time to take effect (guards will still have enough time to trigger an alarm before passing out).
If you can get through that sorta rocky start, Deus Ex is one of the best games I've ever played. And it's fairly lengthy too. I think I put 30-ish hours into it, and that was just one playthrough, with one play style.