Acid damage is the best damage type. Very few things are resistant to it, and even then it doesn't make killing them any slower because it also applies a powerful DOT. There is basically no reason to use any damage type other than Corrosion unless you want to waste ammo and spend more time killing a single enemy.
Make sure to constantly upgrade your stuff. You can very easily run into bullet sponges that 1 shot you if you're only leveling up your character and not your gear.