There are no heath items in F.E.A.R. 3. I remember thinking that very same thing when I played the game the first time, "Where's the medkits??!!" The more you level up (by doing challenges and lots of enemy kills) the more health you get, so dying isn't as much of an issue. Also, I would suggest playing the game on the lowest difficulty (I think its "Recruit") until you get the hang of things. When you're injured, you have to stay out of fire until the screen returns to normal, i.e., not red. While there are a few different control setups (three, I think), if you play on XBOX360, here's the default controls:
POINT MAN CONTROLS:
Directional Pad=
Up = Flashlight. Left = Previous Grenade Type. Right = Next Grenade Type.
Left Thumbstick =
Move
Right Thumbstick =
Look
Click Left Thumbstick =
Sprint
Click Right Thumbstick =
Melee
A Button =
Jump. Move from Cover to Cover. Vault Cover.
B Button =
Crouch. Enter Cover. Vault Reverse.
X Button =
Reload. Swap Weapon. Revive Partner.
Y Button =
Toggle Slow-Mo
Left Bumper =
Switch Weapon
Right Bumper =
Grenade (Hold to Cook)
Left Trigger =
Aim Mode
Right Trigger =
Fire Weapon
Start Button =
Pause Menu
Back Button =
Challenge Update
FETTEL CONTROLS:
Left Thumbstick =
Move
Right Thumbstick =
Look
Click Left Thumbstick =
Sprint
Click Right Thumbstick =
Melee
A Button =
Jump. Move from Cover to Cover. Vault over Cover.
B Button =
Crouch. Enter Cover. Vault Reverse.
X Button =
Revive Partner. Open Doors and Switches. Enter/Exit Vehicles.
Y Button =
Possess Suspended Body. Release Possessed Body.
Right Bumper =
Throw Suspended Object
Left Trigger =
Suspend Enemy or Object
Right Trigger =
Stun Blast
Start Button =
Pause Menu
Back Button =
Challenge Update
REV9 POWER ARMOR CONTROLS:
Left Thumbstick =
Move
Right Thumbstick =
Look
Click Left Thumbstick =
Sprint
Click Right Thumbstick =
Melee
A Button =
Melee Pound
X Button =
Exit Power Armor (Hold)
Right Bumper =
Fire Laser Beam
Left Trigger =
Zoom
Right Trigger =
Fire Explosive Rounds
ENHANCED POWER ARMOR CONTROLS:
Left Thumbstick =
Move
Right Thumbstick =
Look
Click Right Thumbstick =
Melee
A Button =
Ground Stomp
X Button =
Exit Power Armor (Hold)
Left Bumper =
Toggle Shields
Right Bumper =
Fire Missiles
Left Trigger =
Zoom
Right Trigger =
Fire Mounted Guns
If you play on PS3, it would be the corresponding buttons on that controller. I don't think there are any different buttons on a PS3 controller. And if you play on PC (I don't have the game for PC, so I can't tell you the controls), playing the first Interval over will help, as the game tells you the different controls throughout the first half of the Interval. If you're going for the Insane difficulty achievements/trophies, I would also suggest playing the game a few times (at least four), ramping up the difficulty each one, 'till you're ready, because the enemies do lots of damage on Insane. If you need help with any of the Intervals, there are walkthroughs on the Intervals page, in the F.E.A.R. 3 section.