Deus Ex can be played either as a soldier, or a stealth game. The "RPG" elements of the game (it is a genuine RPG-FPS hybrid) come into play when you get biomods: you have a choice of applications for each body part, and there are four levels of performance for each mod. Additionally, there are skill points to collect (like XP, but for progressing the plot, not body count), which are invested in "skills" (hence the name, cf. feats in a D&D setting), like pistol and rifle marksmanship, etc.
Also, the game is incredibly long. And superbly paced.
I'm not sure how you could fail to shoot the "moving thingies" ... after all, you can sneak up on practically every target and take them from behind.
Did you play the tutorial? I thought the tutorial contained some of the most difficult subterfuge in the entire game!
Sounds like your tactics were suspect; give it a go without charging headlong into the battle scene ...