It goes without saying that your health bar is of utmost importance in Metal Gear Survive. For this reason, it is highly recommended that you invest in increasing the amount of health your character has early. In order to do so, you will have to collect and use Kuban Energy, allowing you to upgrade your skills in various areas.
Kuban Energy is the in-game currency in Metal Gear Survive, and will be rewarded for every kill you make in the multiplayer mode, or by scavenging the corpses of the Wanderers that roam the world in single player. It has a range of uses, and is necessary to craft weapons and items, as well as increase your level.
By spending Kuban Energy in increasing your level (the higher you get, the more you will have to spend), you will be awarded skill points that can be used in strength, vitality, dexterity, and endurance. To do this, you must use the Skill Trainer in your Base Camp (acquired after successfully completing the first story mission). Though it is recommended to spread your stats fairly evenly, it is worth considering adding a few extra points to vitality when possible.
It is also important to remember that your maximum health is dependent on your hunger percentage. The less you eat and drink, the less health you will regenerate over time. Keeping your hunger percentage managed is crucial to maintaining your vitality.
For more on how to win the war in Metal Gear Survive, be sure to check out the Metal Gear Survive Wiki here on Twinfinite.