Every single time I go through the PVE missions, I'd raise the level difficulty. And every time I was disappointed that I didn't see any awesome loot for soloing my ass off after waves and waves of enemies coming at me. The 7+ waves of enemies I went through on Venus's first story mission comes to mind.
Now I'm level 22, finally started Mars and with how insane it was, I got someone to join me. He gives up half way through and I keep going. It's absolutely brutal, but I'm constantly following Destiny's mantra, "Be brave." Taking so many risks and kicking ass. But with all that I've done, there's very little reward for the risks I've taken. Even worse, sometimes at the end I'll just get experience and a story item, but nothing else. Not to mention the daily story hero strikes have given absolutely nothing in the end, each time I've played both solo and with a party.
Bungie, fix this! And not just for me, but for all of us who feel the same way!
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Combination of bad luck and the fact that the game has been live for only a couple of days. Be patient. This is a marathon, not a sprint.