Uh no you don't deserve a refund, you'll be at level 40 by the end of all the story missions. If you didn't know something, you shouldn't buy from any of the vendors until you do. It's really easy to make a pretty costly mistake early on if you don't know better. There are tons of websites and YouTube channels dedicated solely to destiny that are full of useful info for new players. Plus it's good to have high end armor waiting for you when you reach the endgame level. Just make sure you are using and leveling the right subclass up for each piece