Blue loot chests have random items/gear in them. So you may find your gear in different chests than the ones I found mine in. I've watched a few videos on YouTube and each one has gear in different spots.If you don't want to search chests right away and just sail through the campaign,
WulfTek says:
There is a point, very late in the story where you get given a full gear set and it's automatically equipped. So if you haven't gotten the achievement by that point you should get it then.
Also, if you have the season pass from the Gold or Ultimate edition, then you should get a Cyber set after you leave the first island (complete "Libertad Rises") and officially join Clara's group on Zamok Archipelago (complete "The Guerrilla").
Likely, if you search the whole first beginner region, especially in/near mission objectives, the first set you'll collect is the Munitions set. There is also a Parkour set found in chests and a Scrounger set in chests and/or bought from traders. All pieces are found on the first island you're on after waking up on the beach. Here's where I found my Munitions gear pieces:
Munitions Pants (chest on path from the beach where I woke up, kill 3 soldiers)
Munitions Jersey (chest in Clara's camp)
Munitions Boots (chest in a cave path between Clara's Camp and Armonia (Juan Cortez's village), use melee to cut vines)
Munitions Helmet (chest on top of first radio tower Juan sent me to)
Munitions Bracelet (chest near Juan's friend Raiza, up a ladder)
Sometimes you'll come across a NPC or a document with a !-icon. Interact with them to possibly add loot chest locations to your map so you can check them out.
Once you have all pieces of a set, press to go your menu, then or over to Arsenal. Highlight a Gear slot and press . Here you can highlight the specific pieces and equip them individually with for each Gear slot, OR EVEN EASIER equip the whole set by holding videos from people, showing more possible locations of chests which MAY OR MAY NOT contain set pieces... I do not claim ownership of these videos... be sure to Like, Follow, etc any of these that help you out