Greetings, and welcome!
You've joined at a difficult time. With us being told that Volume 3 starts a new chapter that requires no previous knowledge, I would hope things are more clear for newcomers with that issue. Your first issue is the final issue of Volume 2, and so the relevance of many puzzles will be lost to you since you lack the previous issues.
For example, the word search. I presume you found the hidden message. This pertains to
things in issues 2 and 3.
As a general rule, watch the crosswords. They have contained
secret messages that help with the adventure.
Look for obvious puzzles, like
the block of letter on page 5 above the horse race ad.
Incidentally,
we're still not sure what to make of those.
Look for cryptic instructions, like the Curator's note to
leave no error uncorrected.
Pair this information with
an article that is rife with errors.
As for the Secret Title,
we were told there was a Secret Title in a previous issue. Look for a word that ties in to each of the issue titles in the volume. Be aware that the MPC has a penchant for puns.
Another puzzle that typically occurs is the Picture Commonality. Look for
for pictures that are not related to any articles. Find a word that connects all of them. Again, this is something we know about from previous issues.
Keep in mind that many of the articles and ads are just there for color and flavor. Not everything is a puzzle, but nothing is above suspicion.
The Curios you received with your issue
bring some closure on a storyline that was introduced in the very first issue of Volume 1.
Finally, pertaining to the Vault,
This is a side-quest, and it is cumulative for the volume. The current vault that you have found is for Volume 1, and so you will have no keys for it. The second volume's vault, as far as we know, is not yet active. It, too, will require information from all issues in volume 2.
If this is something you will enjoy, I highly recommend the first two Catch-Up Kits. Volume 2 builds on puzzles and themes in Volume 1, so I would suggest both, and start at the beginning. There are many people here and in the unofficial Chat Room that dedicate an unhealthy amount of time to helping people like you get caught up. You are not alone. We are always looking for new adventurers with a predilection to puzzle-solving.