As a new player I brought a character to level 4 on normal before starting my current run on dominating. Although I checked some abilities and weapons on the wiki I don't read guides. So far I am doing fine, but obviously I don't know what lies ahead. That being so I don't need the latest exploits, builds, secrets or anything - just a fair warning if I run into my doom before realizing might be nice. Thus I'll describe my build idea so some of you nice folks might warn me about actual problems that might stop my playthrough altogether at some later stage.
Here goes:
In order to establish a powerful and item-independent offense I went for Thought Control and Psychokinesis. So far (level 6) I've got STR 7 + DEX 8 + AGI 7 + CON 3 + PER 3 + WIL 10 + INT 3 and I plan on maxing DEX & STR for unarmed combat, with Thought Control as utility and backup-offense. For skills I went for Melee + Dodge + Evasion + Stealth + Lockpicking + Thought Control + Psychokinesis + Intimidation, all of which I've maxed so far. I'll keep maxing my three offensive abilities, but I might stop raising some of the others at some point. Feats are Sprint, Nimble, Psi Empathy, Tranquility, Yell and Lightning Punches. Now I am not sure whether Yell was the best choice, but it seems to be what makes maxing Intimidation worthwhile. As you can see I won't craft anything. Works like a charm!

So... Will it be a major problem not to craft a Psi Headband nor a shield, nor armor? Will I regret that Yell? Half a roleplay thing really, but it ought to go well with Dodge / Evasion as my main defense (that's a lie: not being shot is my main defense... but you know what I mean). Is Hacking somehow indispensable?

As mentioned everything goes fine. Right now I stand in front of the Junkyard gates and faced no major problems yet. Anything huge I overlooked?

I don't think you'll manage to beat dominating on first run.
I recommend you look at official forum, before you invest too much time in blind try.

You might well be right. That's fine!

People always think you'd need to be good to play a harsh setup. I believe the opposite: You need to play the hardest challenges, if you want to become good enough to beat them!
Obvious I shouldn't play that if I am not fine with starting over. That said a decent game does not allow progress without meeting the difficulty - neither early, nor late.
I make progress.

Allow me to ask: At what point do You think I'll drop out?
I heard the Junkyard was "The place where bad builds go to die". Is that about accurate?
If so I'll find out soon enough: Just entered Depot A.

I can't answer you without major spoilers.

My recommendation about forum - there's subforum with various builds, you can check yours there for viability, also there's build planner utility site.

That might indeed become a problem. I've met a few and so far I've managed, but it was rather difficult at times... Perhaps I should pick up a sledgehammer for rainy days, but those are so damn heavy and of mediocre quality w/o crafting & feats to let them shine...

Psi build is already stronger than others, thus lowered difficulty. Without thought control, you would be vulnerable before stun debuffs.